In the last episode, what was Richard doing when the guy in the woods walked up on him?
He was looking for Adriana La Cerva.
Indeed he was.
And he would have found her had the dog not interrupted.
Seriously though Olivant, Richard was on the verge of killing himself. Either it was a happy accident that the dog stole his mask or the other people in the woods ordered the dog to fetch it.
I think it was subtly understood that everyone knew they had just interrupted a suicide attempt, which is why they told Richard , "These woods are for living".
And later on Richard asked Jimmy "Would you fight for me?". The character is desperately lonely and depressed.