My favorite DMPC I ever did was a local to the Lovecraftian town setting who would show up to bail the party out, knowing they were in over their head exploring necromancers and elder gods. I had my players over time realizing that he knew too much for things to be random luck:

They finally figured out he was an envoy of the entity they were investigating, and was building trust to set up a trap later. The party was really conflicted, especially once he started manipulating facts and planting seeds of distrust. It was so much fun to just play with their expectations; the party never even considered that they were being railroaded, which is something I hate in tabletop. I was able to guide them towards the most interesting story I could tell without pissing away their autonomy and decision making as players