Meeting the 'Russian' woman and going along with her irrational story and the suggestion of drugs being supplied and her 'loving' him all sounds like an exploitative relationship. Consistent with a sex trafficker.
Swapping SIMs (to change phone identity - albeit poorly) and only using for a few weeks indicates someone used to taking steps to avoiding tracking/identification. Not someone new to criminal activity nor evading detection.
Being overnight at homeless shelters suggests he was more likely exploiting women at these shelters rather than him being homeless and sleeping there (I'm astonished the filmmaker started for feel sorry for him at the idea he was homeless - that's just naive; this was someone already demonstrated to be heavily involved in criminality).
Trying to confront him at the property and finding an aggressive person with a strong smell of drugs at least gave a reality check. This is a dangerous criminal and it was reckless to go near him.