Emilio Baza is a Middle-Eastern gentleman claiming to be a Muslim. Emilio is initially one of Gabe's suspects for the kidnapping, but later his attention is drawn to other more likely suspects. He is a vegetarian.
Emilio is in fact the Wandering Jew or more appropriately, Ali, the son of a Grand Master of the Secret Brotherhood who drank Jesus's blood and was given his power. Ashamed by what he had done Ali swore never to use his power for anything. He does seem to possess an acute knowledge of events around him though and helps Grace by leaving a poem, a book on the Grail theory as well as notes in various locations around Rennes-le-Chateôu before revealing his identity to her.
Emilio's bizarre condition has left his finger-tips smooth which is why neither Gabriel nor Grace is able to extract fingerprints from his belongings. At the end of the game he takes Jesus's body through a shining portal.