I didn't actually think to save it.. I'm a few turns after it now
So uh, are there any items or random events that could explain it? I was getting ready to quit the game, just repeatedly skipping my turns while checking something so I wasn't reading my message log until the 'Hunter of Heroes' caught my eye. It was definately the actual Wraith Lord, with his gear and magic in Grigori form, not some random hero that had shown up..
I should mention I wasn't using any mods.