The wondering walk doesn’t make any sense to me. It is too dangerous for it to be a casual pilgrimage and Religion doesn’t seem to quite fit in the Ninth World.
However, the book “Wanderers” by Chuck Wendig does offers an alternative for this: What if the pilgrims are being compelled to walk?
The circular red mark that appears on true pilgrims mark is being caused by an outside effect. Nobody knows what causes this, but it compels pilgrims on their way. Sometimes regular family or friends join in the wander, seeking to protect the affected family member or friend.
Maybe the wanderers are being controlled by outside, extra-dimensional or even extra-temporal forces.
Additionally, wanderers on the path seem to momentarily disappear to people outside the path, but to those on the path (wanderers or not) nothing seems to change, so tracking them from outside the path is difficult.
Most only wander for a bit, a week or so, then as if suddenly waking up from a dream, they stop. And while they remember walking, they don’t remember why they felt compelled to do so. None of them do. Some wander for years.
It is true, Wanderers seem to be sleepwalking, but are actually conscious and aware, they just can’t seem to stop. Anybody that watches the wanderers long enough will realize that they don’t stop walking even to sleep, so maybe they do sleep while walking too. Wanderers don’t drink or eat or have any need to do so. When they do stop they’re usually famished and will trade for food, so along the path there are places for them to trade to eat, and for those that accompany the pilgrims to eat and sleep as well.
The route of the Wandering Walk has never been fully mapped as such an enterprise would be quite dangerous, as a good part of way is on the lands of the Beyond.
image source: Photo by Konstantinos Kaskanis on Unsplash