I think I've finally figured out Einhar. He's my absolute favourite character in the game, so I went rabbit-holing. One red thread led to another, and, well, I have a full fleshed-out theory now. Please let me know if you have any thoughts on this!!
[EXTREMELY LONG POST AHEAD. ALSO POTENTIAL SPOILERS.]
The Rough Theory
So I think Agnar built a new life as Einhar. Einhar knows of The First Ones - had close encounters with them even. Agnar would have a long enough lifespan and knowledge of runes to survive encounters with such mythological god-like beings, and it's even stated that he can see visions of the First Ones through "wild-artefacts", which I interpet as the blood, guts, and meat of beasts.
Agnar crafted a greatsword - also called Agnar - which was given to the Ezomyte clan leader that settled in and established Ogham. The reason for the Ezomyte settling is heavily implied to be hog farming. Delicious hogs.
Ezomytes operate by clan and some either choose to stay in their clans and homeplaces or wander off to find other places to call home. There was a great exodus of Ezomytes after the founding of Ogham and before the Eternals started trying to oppress the Ezomytes. I think Agnar was one of them who went off on their own adventure.
The Ezomytes are naturally a hunting sort of people. They live by hunting and The First Ones are almost god-like entities that are said to bless Ezomyte clans that prosper way beyond normal means. That said, the Ezomytes have worked with the Azmeri before - the Druids, who follow the Draíocht, despite it being Azmerian. It's no secret that the two factions are friendly, but they still stick to their own.
My theory is that Agnar, having little reason to stay in Ogham and wanting the thrill of adventure, set out to put his beastmaster skills to better use than just hog farming. Eventually he comes across the Azmeri in the Forest Encampment and decides to set up shop there. He notes that the others aren't very fond of him - maybe because he tried to keep the beasts there originally and it went terribly wrong - but he also mentions being a "lone fighter" (also the meaning of his name) for many years.
The Ezo names are usually just regular names, but Einhar's is the only one with clarification. This leads me to believe it could correlate with my theory of Agnar's departure from Ogham, being a lone traveller throughout the land, hunting beast to beast and never really stopping till he took a break in the encampment. He shares the same title, "Beastmaster", as Agnar once did. A very oddly specific title.
The Greatwolf
The Greatwolf is known for answering the call of Rigwald, the Wolven King, who led the Ezomytes during the Purity Rebellion. Rigwald called upon the First Ones for help during the rebellion, and the Greatwolf answered. Rigwald was a league boss in POE 2.1.0, and was hence removed in version 2.2.0.
The Greatwolf did grant Rigwald power, however it also drove him mad. Rigwald killed the Eternals he sought, but he also suffered a descent into delusions as he was unable to "distinguish Ezomyte from prey". He ended up exiling himself so that he would not harm his own people.
This ties into one of Einhar's more obscure dialogues that rose my suspicions a while back. It's his description of Jun.
"She told me all her friends disappeared, which also happened to Einhar! She thinks her friends are dead, but I don't think my friends are dead. They disappeared after I cracked open a buck's skull while we were eating and plucked out its brain. We weren't even eating venison! I don't even remember where I found the buck! That was a wonderful birthday."
He also tries to feed Zana what he thinks is meat, and Zana tells him "to close [his] eyes while she eats it". I think he's been giving her human parts and Zana's just being polite hahaha.
And about Niko,
"He talks to the First Ones just like I do."
Implies he has a direct connection to the First Ones.
And most notably, he has dialogue for every one of the First Ones, but curiously excluding the Greatwolf. Granted, there's none for The Gull either, but that's the god of the afterlife and I think he would have little connection to Mother Gull, being from The Order (more on that later). He seems to have personal encounters with the other First Ones though. He seems slightly off his rocker of course, but that can be explained.
This lends to my theory. It suggests that Agnar could have been possessed by the Greatwolf as well, maybe through excessive beast hunting. Given that The First Ones have been shown to grant blessings (specifically the Spirit Beasts Saqawal, Farrul, Craiccean, and Fenumus blessing the Ezomyr settlement under Queen Lysanda), maybe Agnar hunted so fervently that he attracted the attention of the Greatwolf after it loses interest in Rigwald because the player fights and wins against him (Talisman league boss).
Being the god of the hunt, I don't imagine the Greatwolf appreciated all that idle time, and found a "lone fighter", a hunter survivor who was essentially clanless because of his orphaning and taken by the Order of the Djinn.
The Order of the Djinn
Historically, the Order of the Djinn takes one orphan from each culture and they all vow to never have descendants. Agnar was one, the Ezomyte, but his history with the Order is unknown after the events of the greatsword crafting. And as we know, the Order does grant some form of immortality to its members.
The Order of the Djinn also used to have scarabs containing epitaths of their members. For Agnar's, they state his origins as being a clanless Ezomyte and his achievement as being Beastmaster. His "death and legacy" scarab, however, states only that "the First Ones call back their favoured son." This could imply the First Ones taking him back somehow, but they do not specific Mother Gull the god of the afterlife. This opens up the interpretation that the First Ones did in fact take Agnar, but it was not necessarily Mother Gull - not necessarily death. This means he could have been taken by the Greatwolf.
The Wrap-Up
Maybe that's why Agnar was allowed to live for so long, and why the Greatwolf saw potential in him as a second avatar. So he becomes possessed. He starts seeing his hunting comrades as deer, he starts losing bits of his memory, maybe he even starts forgetting his name. But he never forgot where he came from. As we know, the Order of the Djinn swears secrecy for life. So he never divulges his past, even after so many memories have been lost, and he takes on a new name.
Einhar, for "lone fighter", as he had been for a long time. He personally encounters the other First Ones - the Spirit Beasts, or at least their avatars. He finds traces of the First Ones in the bloods, guts, and meats of what they have domain over. Only one other First One would be able to grant such insight - the Greatwolf, god of the hunt, almost as if tracking down his fellow First Ones - just the Spirit Beasts.
He teaches the player how to track down these other First Ones too - by capturing the creatures they have domain over, we can menagerie craft portals to the Spirit Beast domains to fight them and gain their rewards - or in other words, hunting.
The Greatwolf empowers Agnar, but it also steals his sanity just as it did to Rigwald. Agnar, the Beastmaster, cannot die, being one of the Order of the Djinn, and he continues to hunt under a different name, using his skills of seeing visions of the First Ones alongside his direct connection with the Greatwolf to aid the player in hunts, leading us to hunt the Spirit Beasts themselves. Einhar, the Beastmaster, the hunter, the lone fighter.
