Their research into the lore of this creature can lead them to find out that the cache of stolen goods is kept on the ethereal plane. Then, ask them how they would track something on the ethereal plane. If they can't think of anything, my go-to would be to suggest astral projection, but warn them that it might draw attention from other creatures that feed on magic.

Remember the Keeper principles and moves:
  • Principle: Ask questions and build on the answers
  • Move: Offer an opportunity, & maybe a cost


Once they know where the creature is storing the stolen items, they can start to track it. I imagine that the thief would want to check on its horde every now and then or might have more items to add to its collection.

The risk of death to the Hunter should be less than the risk to a normal person unless the Hunter is out of Luck. Be sure to foreshadow things getting worse for the Hunter and make those things about the Hunter.