This is a crazy fun story. So incredibly meta. It's basically one step away from Wolfe appearing and speaking directly into the camera like an old Alfred Hitchcock Presents.
I'm wondering if the raven, Gnip, corresponds to one of Odin's ravens (Huginn and Muninn) who gather information and return it to Odin. Maybe that's how they track Thag down in Charles's kingdom? Seems like there's something there.
It reminds me of some of Jasper Fforde's work like The Big Over Easy and The Fourth Bear.
Ah! Brandon (I think) mentions Jasper Fforde's Thursday Next series near the end of the discussion.