Left-side person radical, the side form of 人. Marks 侦 as a human action - investigating, spying, gathering intelligence - all done by people. Same indexing radical as 你 you, 他 he, 们 plural marker, 信 letter, 仔 careful.
Right side 贞 supplies the sound - zhēn stays zhēn with no shift. Originally 贞 named oracle-bone divination ('to ask a true answer'), and that faint sense of 'finding out the truth' resonates with detective work. Same sound tag in 桢 hardwood, 帧 frame, 祯 auspicious.
