This is a common TV trope that means an important character shows up in the disguise of another. The King Incognito in this story is the Jumping Man . The Tremond grandson is the Jumping Man in disguise. So is Red and Steven  and Johnny Horne and Jerry and Sonny Jim and the hit and run boy and the crack mom little boy and Hank. And especially Billy. And maybe even Cooper himself and Mike and the Fireman . It is total infiltration and indoctrination on a massive world ending scale. I'll explain this better later.