But - You assume that he is under their radar then...
I just think that he totally flew under the radar, that he was never interviewed and did not have to explain anything. He is smart, maybe deviously so, but the main thing, he was simply never considered as being in Delphi/vicinity during the murders.
We assume that farmers see and notice everyone; it is true, but human brains work in a similar way, and make similar assumptions.
My example. Seeing a car with TX plates at, say, Delphi foodcort would be like, “see, even Texans want to try our food” (recognition, registration). Seeing the same car at the hospital parking lot elicits no registration (anyone can end up in the hospital, moreover, people who park nearby are preoccupied with own ailments).
As to IOP rehab, the clients might be non-locals but a local fixture, so to say. And who would remember a prior client of the place, someone who visited the place 6 months ago? Maybe he attends AA groups they run now?
Or, perhaps the dude lived close by as a child? Many people may never recognize a child in an adult, and those who can, might have died already, or are demented. Also, kids have unusually good orientation, they are smaller, closer to earth.
He might have been never noticed in the grass, playing on the creek bank one summer.
As to why he walks so surely on that bridge - really, the only thing he risks is killing himself if he falls. Maybe he doesn't care about it?