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Who is this mysterious man, is he God, Satan, Death or Marstons Father.
To clarify, no you cannot complete this after John dies, however it does not affect your 100% completion so you will still be able to get 100%.
The locations to find the stranger quest are as follows:
1st location - Just south of Mescalero, Hennigans Stead
2nd location - Just south of El Matadero, Diez Coronas
3rd location - Beechers Hope, Great Plains