"What do you know about all this?" you demand. "Tell me or I won't go easy for you!" "I know nothing!" he yells and runs. You give chase at first before he disappears to the south. From what you've heard, the town of Moonbrook lies in that direction. Whoever left in that direction may or may not have been headed there, who knows why, but it might be worth a check, given the hostility of some of the people here.
Follow the trail of footprints to the south. Report this to the nearby humans by a wagon. Maybe they know somewhere better you could go while they take care of this.