Was there any indication that the shape changer went after Brunehilde? He might be only concerned with escaping and saving his shape changing behind. He knows we're on to him. Let's check the the knight sealing the doors, they haven't let any leave. If the shape changer freed Brunehilde, he would try to escort her out as a prisoner or something, and the guards would have noticed.
Also, if this shape changer was indeed Holfich, I fear poor real Holfich is dead somewhere with his brain eaten.