If you hogtie his friend (Nigel) and loot him, he's carrying a letter from back home.
According to the letter, it is implied that Gavin and Nigel have been writing to people back home, telling them that they're now rich cowboys with mansions and servants and such. The friend that has written this letter also states, near the end, that he bumped into someone they all know while at the market, and this person said that he had heard some "strange things" regarding Nigel and Gavin's relationship.
So... yeah.
In any event, Gavin is a complete Easter Egg. He's not in the game at all. He is a reference to Gavin Free, a real life member of the Achievement Hunters. This is evident by the fact that two of his fellow Achievement Hunters ( Geoff Ramsey and Jack Pattillo) are also in the game, in Valentine. One is the Hotel clerk. The other is at the post office.
The joke is that apparently Gavin is always late for stuff or whatever, and in the case of doing the voice work for the game, he didn't show up on the day in question. So... they came up with Nigel, walking around, wondering where the heck Gavin was.
More info on this Easter egg here:
https://en.softonic.com/articles/the-5-best-red-dead-redemption-2-easter-eggs
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