Recently I've been reading a lot of M/T books (especially crime) and what I've realised is that a staple in every one of these books was a suspicious character. Now making someone appear suspicious isn't difficult but some people go about it the wrong way and make the character always comical by how cliche they are.
1. Introduce a character in a suspicious setting- somewhere unexpected
2. Don't attract too much attention to the character at first so they don't appear too obvious
3. Dodgy backstories. Things that don't add up in their life.
4. Have them say 'open statements' i.e things that have double meanings.
5. If you want to really shock the reader, make the guilty (the 'bad guy') person as normal as possible which will shock the reader at the end.