Who do you think the Walkie man is?
I think it's Lee's past getting back on him. I think it's probably the brother/son of that senator.
What I suppose is, if you face the man, he will want to kill you. But then, you show him your bite, he will laugh at you and not kill you, prefering you to suffer your fate (I give a 90% chances on that bet). Then he will maybe let Clem go, or you will be able to kill him because he will lower his attention somehow, if not Clem killing him, as he did not suspect the little girl to be grown up enough to do that.
Now about the walkie: where did he get this? Is that possibly related to Clem's parents? And how could a walkie talkie work so far from the train to Savannah? What if... The walkie man was in the train with you during all this time?
I think the mystery man in Ep. 4, who appears during the kid's burrial in the house, is not the walkie talkie man.
Indeed, if it were him, and if he wanted to hurt Lee, he could have done it 10 times while he was burrying the kid. As pointed by others, the mystery man looks more like the starved kid's father.
So, the mystery man is not the walkie man. It's probably someone who will help you later, or does not want to get involved.
Also, something you should consider, is WHY would the walkie man warn the survivors and tell them to run out of the street after the first bell ring? To kill Lee by his own hands? Possible, but if he hated Lee that bad, he would have taken pleasure to watch him die in the streets.
Something else must be taken in account: Clem did not tell you everything when you asked her what she told to the man. You were interrupted by Ben asking you to come up. I bet she told the man about Lee's murder, and so he discovered he could get the hand back on the murderer of his father/brother. Something the girl had been affraid to admit when you asked, or in front of other people. That's what makes me think he is closely related to Lee's past. Ep. 5 will be the way to learn more about Lee's story.