"or so they say" is part of a saying, usually followed after/ used before a proverb, e/g: They say two heads are better than one, which can be reworded as two heads are better than one, or so they say.
"stranger" doesn't refer to a person. It is a superlative to the word "strange". Think of it as "weirder".
I take that you're not a native English speaker? No? That's a common English idiom, as HolyCow puts it, the "they" doesn't refer to anybody in particular.