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- Several episodes and movies revolve around past methods of catching pokemon.
https://bulbapedia.bulbagarden.net/wiki/History_of_Pok%C3%A9_Balls#In_animation
It always some kind of magical artefact or technical solution that turns pokemon into energy, which leads to the assumption that the device itself is behind the capturing mechanism, not the pokemon itself.

- Pokeballs react differently to a pokemon escaping, depending on media. In the games, whenever a pokemon breaks out, the pokeball is destroyed in the process. In the anime, pokeballs are reusable. This would make sense: If a pokemon regrows in an explosive manner, it would cause the pokeball to violently snap open or shatter. Energy on the other hand, as fluid and consistent as it's depicted in the anime, would "leak" and flow out at the weakest opening, leaving the ball mostly intact.

- While probably a one-off gag, we have this one instance with the rice ball which was captured by a pokeball. Adding further to the idea of pokeballs being the ones turn entities into energy.

Of course, there are also hints for the Shrink-Theory. There's this one episode with the Lokoko Ball, which references the first concept idea while lacking the the inner details which all the other anime-pokeballs have. Then you have two scenes with pokemon (Misty's Psyduck, Iris' Dragonite) inside their balls; although both are X-Ray views and you could interpret it as some sort of simplistic depiction of the pokemons' consciousness contained inside the balls (it's a kids show, it's better to convey than some abstract swirling energy bulb).