Now that I've actually read the quest! ...I'm honestly inclined to think Alfyn would show up not to do the challenge, but because some people will end up getting way too dangerously cold and wet, because everyone on these islands seems to share that specific brain cell religiously.

WHICH IS TO SAY if he spotted Sherlock in distress in any given situation he would approach and try to help, but this one seems perfect for your "delve more into his Issues" wishes and look a convenient reason for a familiar face to pop by...