It's one of the rules of writing from 'Lester Dent's Master Fiction Plot'. And one I whole heartedly endorse. So, the question is: who wants to help swat Jay with a handful of trouble? He's kinda-sorta working with UNIT so he can appear nearly anywhere there's chaos although I see him as more of an American character (in fact, a bit of research has me thinking his branch is headquartered in 'Runnymede Playhouse' a facility initially used in Dayton to construct parts of the Atomic Bomb. Obviously, now retooled)
But, a little chaos and a jet can bring him anywhere! I do have a couple of ideas of my own, usually involving old urban legends, such as Atmospheric Beings (Perhaps a latter-day Crawfordsville Monster
I could see it operating as either an alien or, perhaps, an actual Earth native similar to the Silurians...
For THAT matter, Ohio itself has an urban legend of 'Frogmen' which I could see retooled into a story with Silurians pretty easily.
Or... other stuff. I'm open!