I believe this analysis is inherently biased. There are good reasons to believe that this person is the culprit: the cat doesn't like him, he's heading towards the ruler, even though the ruler or his wife didn't warn us about any guests, and he randomly beat up Anselm, just for being rude. Furthermore, in the task we were given, no one mentioned any exceptions allowing people to wander around the forest. Of course, this theory might be wrong, but completely ignoring it is not right. If you want to downplay the situation, that's your decision; I, like any other member of the party, will abide by the majority opinion, but there's no need to pretend that saying "it was just a prank, bro))))" is the only reasonable option.
Firstly, the cat is a demon, not a reliable source. Secondly, his behavior could easily have been misinterpreted; he might have just been scared or told us to be on alert, rather than meaning "shoot on sight." Thirdly, why should the rulers inform us about who is coming to see them? They're not our secretaries. They don't care; they live in their own little world.
I'm not saying you're wrong and that this person is a completely harmless traveler; he's obviously some kind of monster, but in this case, if we're going to speculate, he's already given two hints that he came from Vladivostok. What do the setting experts think about this?