sorry i should have clarified. adachis did not know yamano. his connection with her on the night of the murder is not mentioned until the big reveal. prior to finding out, adachi has no connection to yamano. and as far as story goes they should have revealed he was on security detail. they basically hid his connection to yamano and made him an unlikely suspect because of it
Otherwise it would have been super obvious stating he had access to both victims prior to their disappearance. You are given the hint that there were an abnormal amount of police at the inn when Yamano was there prior to her disappearance.
as for the second part, teddie is not revealed to be a shadow until the adachi is revealed as the killer. if you the player were at the point of accusing someone, teddie is 10x the suspect adachi is.
You're given hints about Teddie's true nature throughout the story. Also, Yosuke even admits that they figured he was something like that anyway when he comes back. So deep down, the party already thought he was similar to shadows from the get go.
EDIT: Not to mention that Teddie has a clear and definite alibi for the 2nd warning letter at the least. --- The Dude Abides... http://img697.imageshack.us/img697/2298/thedudewallpaper.png