Wilsie's Links
Most likely a prankster of some sort trying to play a game. He was trying to scare them all a bit too hard, They think he's probably involved with whatever is in the shadows trying to scare them too. They're playing it safe for now, even if this is some sort of elaborated prank.
They were brought here on accident, by someone else. Vincent has no clue what their place is, but for now, it'll be underground, where they can be useful.