it’s probably local mythos. like the best explanation that a scared mind can come up with in the moment. ancient Greeks used to think that when birds migrated they were just turning into fish for the winter. there’s legends of ninja being able to walk on water, which may have been intentionally promulgated by somebody setting up like a magic trick to make it look like they had done so.

maybe somebody observed them keeping warm in a hot spring from a great distance and didn’t realize what was going on, maybe they were just trying to come up with explanations for how they could pursue these guys into impassable swamps and completely lose them