As you all know, it has been rumoured for a long time that the bizarre desert pedestrians the Paranoid Cowboy, Mr. Hat, and Mr. Trenchcoat are connected in some way, possibly even in a conspiracy to commit murder. However, for a long time this was just community rumours and theories based on vague in game dialouge. I come here with a major bombshell that may prove this myth.
In the mission Don Peyote, you are tasked with driving Maccer and Kent Paul to the Snake Farm near the airstrip. When you arrive, a small cutscene plays of the three talking with the owners of the snake farm before the rednecks pull out guns and start attacking Maccer. When I first played this mission, I noted that the 4 rednecks spawned as the following characters: Old woman, but then the gang of The Paranoid Cowboy, Mr. Hat, and Mr. Trenchcoat. In my playthrough I thought it was just a coincidence. However, I decided to look up more video walkthroughs to get a better picture and I was shocked at what I found.
The pedestrians in that cutscene are not randomized. Look at any video and it will be the Paranoid Cowboy, Mr. Hat, and Mr. Trenchcoat in the cutscene!
The behavior in the mission (threats and violence with weapons) matches the rumors of these pedestrians in game as well, plus the fact that they are working together in the Snake Farm proves a connection between these three peds.
"But don't you kill them in the mission?"
Not necessarily, they are determined by the player's choice whether to live or die, which adds some more credibility to this connection.