Maybe this is a spoiler for some, but I've had this event happen at the lake, and I'm really curious if there is any more content related to this specific entity. I would really love to know more.
its just another "waifu" stuck behind the 4th wall. It seems somewhat related to Evie or she the only girl in the guild that can "sense" her presence. I want to see more of it in next chapter.
A "glitch" also happens at the bike park with Evie at some point, I think it also happened at the park in Market during the night, I'm also curious how it all ties in.