I could be wrong, but my hunch is that he's a Chechen fighter possibly operating out the Pankisi Gorge, with possible supplies, training or “inspiration” (programming) from Al Qaida.
That's my hunch.
I further suspect that this individual was part of a team, but was the only one close enough to attempt a hit (that we know of) due to perimeter security and other procedures.
On a possibly related note, I don't think that the "gorge" is entirely clean, as Georgia says. I do not believe that all the people living there at a subsistence level are all bad either.
It would be interesting to see if Russian military units commence operations in the gorge, seizing this incident as a pretext, rightfully or wrongfully, before first having developed the necessary specific, actionable intelligence.
It will be interesting to see if this guy is a Chechen and if he admists to be operating out of the gorge. If proven true, expect a firm military response from, you guessed it, Russia.
This has the potential to get "interesting."
"admits"
DUh.
Your theory would account for both the delay before letting the Secret Service know and also the denial by the Georgian government.