Oh, I completely forgot that! So it is possible to determine that the Yamainu/Mountain Dogs are some sorta organization in white vans up to no good way before they’re confirmed as such!
I wonder if it is possible to have an anti-fantasy answer for Higurashi at all, since a lot of it, especially Matsuribayashi, runs on shonen and magic, unless one were to say that Hanyuu is ultimate personification of HS like I’ve heard that the new Hou arcs seem to imply?
I really ought to re-read Higurashi’s later arcs again, as I can’t remember if it’s discussed in Minagoroshi or in Matsuribayashi about Oyashiro-sama being the extra footstep. We can at least be sure that Hanyuu tends to follow people well into the late stages of the Syndrome from time to time, since it’s said somewhere in those two arcs that Hanyuu tended to do that (which could open up a lot of things about why Hanyuu didn’t utilize that fully). I know in Rena’s flashback to her suicide attempt in Tsumihoroboshi, she’s said that when she nearly succeeded, she heard Oyashiro-sama’s voice calling her back to the village (assuming it IS Hanyuu, because if it is, dang, Hanyuu has some range to go all the way to Ibaraki), and in Onikakushi, Ooishi said that when he was digging up Rena’s past, he found that Rena mentioned being watched by Oyashiro-sama in her sleep in her records with whatever doctor she was seeing, and there were mentions of forgiveness. (Though to be fair, since Rena is an Oyashiro zealot, it isn’t exactly reliable proof of Hanyuu following people).
As for Keiichi hearing Hanyuu at the start, Keiichi’s on the train back to Hinamizawa and states that he’s been hearing a female voice apologize over and over again, and it annoys him, leading him to say in his narration that he believes that everything is forgivable and if she can’t fix what’s been done, it’s all the more reason to forgive her. She also kind of appears later on when Rena’s outside Keiichi’s window, where it;s been stated (somewhere, I’ve only seen it confirmed on the wiki and I forget if it’s confirmed in later arcs, so it might not be correct after all), and Keiichi thinks he sees Rena apologizing, but hears “I’m sorry” repeatedly (and Ooishi is rightly weirded out on the other line).