"The Stray" gives us one major clue to unraveling Arnold's mystery: as Bernard returns to work, Ford stops him to remind him: the hosts are not real. "You mustn't make Arnold's mistake," he says, acknowledging that the death of Bernard's son weighs heavily on his colleague. Having seen Bernard's private conversations with Dolores, we know Ford's on to something. The grieving scientist wants something more out of the robots, just like Arnold.
The minutiae of "The Stray" frame Robert Ford as a possible villain for Westworld Season 1, or at least the adversary for the humanizing robots. His fears may also be the key to a pervading mystery: why are the robots screaming out for Arnold? Here's a heady proposition: if Bernard believes the hosts possess true consciousness, then he may also see a way to "bring back" his son. And as Ford hints, he may not be the first to dream of the possibility; what if his old pal Arnold not only treasured the robots as friends, but used them to rewind the clock on a "personal life marked with tragedy"? Maybe Dolores was built in the vision of his daughter. Maybe Peter was his father. And if Arnold died in the park, maybe he met his own maker and somehow became his final creation, a ghost in a machine.