I think you should stumple upon a Slaver camp, with all its inhabitants slaughtered in a gruesome fashion, with no explanations, notes, or otherwise.

Except if you have a high Perception, you'd see a ripped piece of blue cloth in one of the slaver's hands, or hanging from the branch of a nearby thorny bush.

No. Nothing at all that confirms he exists, but something took the time to mutilate these bodies, no predator would ruin a preys flesh...

There's gotta be something little. Or else no one will ever ever get it's a reference to the Puppet Man. People will just be like "oh, a settlement with loads of mutilated bodies and... no note or terminal or survivor or hint or anything to what this is. Maybe it'll come later in the game....... Ok, I've finished the game but nothing about the slaughter has been mentioned :s"