So, I did the Missing In Action quest, and went outside. Right when I'm speaking with the brothers, though, a fugitive came out of the same doors we came out from and gave me an axe and started to talk like crazy. Since the brothers ARE talking at the same time, I can't even make what the heck was the guy talking about, and by the time everything is over, he won't say anything anymore except "Cross me, and you'll regret it", but I can't seem to find anything about this guy. Nothing in my Journal, nothing from Google Search.

Anyone here knows anything? It bugs me to no end.

I got something like that once too and later I was confronted by someone called Catcher if I saw a fugitive who gave me something. I told him yes and the Catcher went to chase the fugitive. Don't know what the story is.

Where did you meet this "chaser"?

Its a random event.

I got this straight away about 5 hours in. The chaser was about 5 feet behind him and I gave the axe to him.

I don't get the point of it.

It might be random, but surely there's something to this? Otherwise I would've disenchanted the axe long ago

Option 1. Be honourable and give axe to chaser.
Option 2. Befriend the fugitive out of compassion. He rewards you later on when you give him back his axe.
Option 3. Greedy boys and girls, keep the axe.

It's a little obnoxious after the fourth time.

I don't see any chaser anywhere, and it's already a few hours in after that event, so I guess off to the enchanting table you are, axe!