Regarding Vengeance, not branching into the 2nd book yet, but "weird, odd, threatening stuff".
Well, thematically (and you already know the theme) mutilated vermin (rats, etc) sent to various PC's in a wrapped gift box. Things like that left in their beds, tacked up to a post/wall in a public spot to be discovered on their way to their jobs, etc.
Perhaps the person doing the delivering is a small child or NPC the party cares about, who presents the PC with the "present" from someone who paid them a copper or two to deliver it. The NPC also delivers a message from the mysterious gift giver: "to tell you (the PC) that 'I'm next'" (to be clear - the NPC is 'next', not the PC) though they don't actually know what that means...opening the box with the grisly gift of course delivers the full message of what that cryptic verbal message means...
Aldern doesn't actually have to follow through, however, perhaps after party paranoia abates a bit (let them worry and stew over things) then they hear another bit of news - the NPC that delivered the present is missing...(and perhaps has been 'recruited' by Aldern for an appearance in Chapter 2 as something undead...)
Ramp up the paranoia so that the entire town is starting to worry that something unpleasant is on the loose - something that is as equally worrying or more so than Chopper was...and then onto Book 2 you go...party should be more than ready and motivated to put down the latest threat. Especially if you came at them sideways - Aldern might want to hit them where it hurts by targeting everyone/everything in Sandpoint they care about, BEFORE he finishes them off personally - leaving the Drow who so cruelly mutilated him for last.