So 030 is one of the challenger fights. His name is Thrain, he stands next to the food stand in Cruxis... but he leaves Cruxis after you save Gardenia (which is where you are now).
Entry 039 is Lillia, another challenger event. She's the blue haired elf that stands in the southeast corner of Gardenia. She leaves after you awaken Nolan with the flower, so you CAN still fight her and get her entry in the bestiary.
Do your best to talk to everyone in every town and if you run across a challenger you have a limited time to fight them and get their entry.
Don't worry about going back and getting Thrain... play the game more and when you get to Bardstown and run into the guy with the interest in the Bestiary hit me up on Twitter and I'll see if I can get a fix in for you. Or... email me your save file. My email is gold3nunicorngaming@gmail.com