I have a new theory. Maybe it's a Vanguard. From what I can gather, it sounds like the Vanguards are some sort of recon for planets. Hence the "Awaiting reports from Vanguard" message we see from the "Welcome to the Frontier" hub. Also, those Vanguards could be the small orbs that you see in the first picture of the Warlock shown here. Maybe it's similar to what lucaf said, except the Fallen have captured a Vanguard and are trying to take its information. Just a theory.