I believe the "missing character" is a man you have to talk to (sitting on a bench?). There was also a magazine sitting on a bench, as well at one point. I did NOT experience any missing characters in my game, InlandAZ.
As it turns out it was a character from chapter 2, painting a lamp pole (and I was only in chapter 1). Just another in a long list of bugs with this game so far.
Hopefully they'll release a patch, it has the potential for being a pretty good game.