The Thunderbolts* trailers have shown that when Sentry turns into his evil persona, the Void, he has the power to seemingly kill people with shadows. However, due to the huge scope of the shadows shown in New York City and how the trailers make it seem like at least Yelena Belova gets transported to a darker dimension, I believe that the Void is not really killing people. Instead, he may be sending them to a shadow realm of sorts, even explaining why Sentry's evil name is "The Void." Other NYC heroes could have been sent there, explaining their absence.
