While i was exploring the dungeon, Lambert and Volga stopped and started to talk about some kind of monster, even tho there was no one on the next tile. I reloaded to an earlier save and the monster with the red icon spawned on that tile. I think if you exit the dungeon/rest, the monster vanishes. Im not sure if its intended or not.
It also game me two errors after reloading to an earlier save again:
Error: Cannot find a script named "BTE-BattleTutorial" from internal assets.
Label Not Found: Cannot find label [challenge_battle_tutorial] in [BTE-BattleTutorial]

I had a similar bug, though I did see the red monster initially. It disappears after you are defeated by it. I received the "BattleTutorial" error message in the next combat after reloading a save.

I don't know what happens if you successfully defeat the monster (I didn't exactly expect to be able to, but I wanted to try anyway), and I don't know if the error message appears if you choose not to reload.