Apart from Aerith's brief somewhat uncharacteristic plea for help when they appear the first time, nothing so far. My theory is that they'll be something that they'll mostly use as an escalating threat in the first part so that they can offer a more significant final boss for Midgar than the robot on the highway. Like, the gang will be almost out of the city, they've beaten Shinra's forces sent after them, but then the KoF will manifest into some kind of big monster we'll have to beat before the end credits. Not sure if they'll be a major part of post Midgar saga, might get a bit old if they just keep reusing the same shadowy figures time and time again.
so far they are keeping fairly faithful to the major story beats. I don't think there's any reason to believe Aerith will be saved in the remake. Her death is pivotal to a lot of things (character arcs as well as the main story and its conclusion). To change that would be to tell a wholly different story. Nah, I think they just feel that the game needs some extra excitement/tension from a threat other than what the OG game has because they can't just keep throwing the Turks, Shinra troops & robots, or plot irrelevant monsters at the player for 25-30+ hours now and even more in future instalments.