[Sekto Springs]

How could Stranger not be a Steef? It has been confirmed by Alf that he is a Steef. And if he isn't Steef, what makes him different?

As for the bullet hole, I think that it's just an extra touch to his armour, just presenting another element of his realism. I have a thought. What's Stranger's armour made out of? It looks like fragments of leathery material stitched together. Maybe it's the skin of some kind of thick-hided creature. A new creature?

EDIT: After looking at the "bullet hole" in his pancho (that's what I'm calling it) it looks as if the bullet didn't completely pierce the pancho. Looks more like a concave divot than a straight-though hole so maybe it didn't hit him. That's strong pancho-armour. Just observation.