|A few things I noticed in this that you may want to look at revising.
"Natalie, I am surprised to see any cops around. As far as I knew they are all dead."
The second sentence she says reads weird. Maybe something like
As far as I knew, they had all died. As far as I knew, they were all dead.
You see what I mean?
Second thing, and really, I'm nitpicking with this and what I said prior.
Where Hunter explains that his battery died to Natalie has an odd sequence. If you want the back and forth dialogue, I would suggest:
I was driving to an award ceremony before the storm hit. -> Can we use it to get out of here? -> No, the battery died and it was stolen.
You could also have a natural elaboration on who stole it here (according to Hunter's perspective), since it was previously left more vague. IF you're wanting to describe things more, that is.
The final thing, I realize this is just a prologue, so you will have a lot more, but it is also where you want to get someone hooked. You call these things "the monster version of his shadow." And you say, "The bullet impacts the shadow and it's form distorts, turning in to some form of a monster."
What is the monster? What is he seeing? You can go the Lovecraftian route and leave things vague and unclear, but even if you do that, you should still give the monster some kind of emotional tie!
You have set up describing the monster as the hook, from how I'm reading this, so I'd like to know a little bit more about the appearance of the monster when it transforms.
Really, I'm being nitpicky, like I said. You did great. I'm excited to read more of this.