Oop, guess my big elaborate theory isn't on point. Nayuta isn't in league with an enemy at all, just in league Mihari's senpai. That she asked Nayuta not to tell Mihari suggests to me that Mihari would know her too. Very interesting.
I also like Nayuta's addition to the cast overall at this point -- we needed at least one mellow personality. And another tsukkomi for this group of bokes besides Mahiro.