When any of these beings go insane they go into what is called Phase Mode where they go kinda mad.
Rallows or Rally is Shallow's Twin Sister and goes into Phase mode when Mr. Scicle (her weapon which looks like a scythe except one handed) gets taken from her making her go mad, however unlike Nayu's phase mode Rally's can actually think though its done rather creepily with what are left of her pupils spinning within her eyeballs, while in phase mode she is constantly searching for her weapon and goes on a rampage killing people who are in her way to find it.
On DA I will be explaining this in the next part of Nayu's story.