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Based on the effective three-orbital model, this study systematically analyzes the interplay between multiorbital and nonlocal self-energy effects in the normal state of the high-pressure superconducting bilayer nickelate La₃Ni₂O₇ using the D-TRILEX many-body framework beyond dynamical mean-field theory. The results reveal that the low-energy physics is highly dependent on the interorbital interaction strength: when the interaction is weak, the renowned γ quasiparticle flat band lies below the Fermi level; as the interaction strengthens, this flat band crosses the Fermi level, causing electrons to scatter with ferromagnetic paramagnon excitations, thereby forming spin-polaron bound states. These bound states manifest as incoherent spectral weight shadow bands below the Fermi level. The findings unveil the existence of additional competing electronic states in bilayer nickelates, providing a theoretical basis for resolving recent controversies in angle-resolved photoemission spectroscopy experiments regarding spectral structures near the Fermi surface.