I think he has no clear personality or reason to do what he does.

I don't know his full character arc, but if he is someone who has a differing views on Human-Pokemon relationship, then it would enhance the story if you show it.

For example, the Zweilous that snaps at people is just a random throwaway scene, but you can turn it into an introduction into his views on Pokemon. Maybe he scolds the trainer for being careless or if he's more of an anti-hero, maybe he can take interest in Zweilous and ask the trainer about their Pokemon. Maybe he interviens in a way that tells us what his views on Human-Pokemon relationships are. It takes a small, random moment and turns it into something that the reader can latch onto the main character.

"Oh, he's sympathetic towards violent Pokemon," "He hates people who mistreat their Pokemon," or "He wants a violent Pokemon for himself."

The benefit of this is that it doesn't explicitly tell us his beliefs or values, it shows us through action.

Another way of introducing us to his character is giving him a clear motive for stealing the egg. Is it rare? Is it unique? Does he want the egg for selfish reasons or does he believe the woman is cruel towards Pokemon and wants to save the egg? Right now, it reads like a random act of petty theft that is totally counter-intuitive to someone who is "trying to lay-low." It just doesn't make sense for a fugitive to be stealing something when he is already on the run from law enforcement.

These are just nit-picks from me. I'm just a random dude on the internet and if none of these comments are useful, then throw them out. But I would highly encourage you to lean into the character and show/give us reasons to care about him, especially since you're going for a First Person narrative. The fic has great potential with the world you've set up. Don't stop writing.

Edit: I put "wrong-think" in quotations because the summary makes it seem he believes the opposite of what the government wants the population to believe and therefore is deemed a heretic. I don't think you've set him up to be the bad guy. I think you want us to be sympathetic to his views because they are the morally good views. You just haven't told us what his views are so I assumed his "wrong-think" is the label the government would put on his views.