Nowhere man

Amusingly enough, the song that shares the title has nothing to do with the pic... ([link] is what I was listening to while I sketched...)

And now for a long, boring explanation no one cares about but me - Oh god. I was originally going to write this from my POV but that got too confusing. Pretend I got sucked into one of my stories and I'm observing him from within a universe that is fictional from your POV:
Although he certainly looks real enough (and can conceal aspects of that appearance with illusions) 'he' is actually a three dimensional protection created by a four (or possibly higher) dimensional being. As such, 'he' is only a limited subset of the true being's input/output capabilities. Unlike the 'demon cop' and his equivalents (who are also fourth dimensional beings in their natural form) his avatar is real only on layers where it can be perceived by the matter around it. He's an awful lot like a character in a video game: were the intangible camera to pass through him, it would pick up nothing but dead space.
All mass, shape, color, and other physical properties are nothing more that extremely high level illusions superimposed upon a thin shell of 'other,' which is the force that slowly drains energy from the universe it inhabits. Any personality, memory, or concern for others is maintained only on levels directly connected to the avatar, for the purpose of preserving the greater organism. At any point in which the avatar is not in use, it may be deleted.
Now, were the avatar to be temporarily disconnected from the whole, that all could change...