In Westworld S01E04, there's a scene in the control room where a staff member tells Ashley Stubbs (head of security) that Dolores is off her loop.
STAFF: We've got a host making a pretty big deviation from her loop.
STUBBS: Which one?
STAFF: The rancher's daughter from Sweetwater.
STUBBS: Delores. Is she accompanying a guest?
STAFF: Unclear. The boss is disrupting so many storylines with his new narrative, it's hard to tell.
STUBBS: Flag her with behavior. They can pull her today. Make sure everything's checking out.
The next scene is in Pariah. Dolores is approached by a strange man who seems to be an undercover staff member. He apparently wants to take her back to Sweetwater, but then William steps in and explains that she's okay because she's "with him".
Later, we learn that:
The scene with "Billy" is actually decades in the past.
We also learn that:
In her current ("now") loop, Dolores is on her own. We learn this in S01E05, where William and El Lazo seemingly disappear from the train car. Presumably, William and El Lazo are only present in her memories, and in the "now" timeline, she's attempting to solve the maze alone.
We can conclude that:
The man who tried to return Dolores to Sweetwater (the one that William stopped) was in an earlier timeline, and was NOT the man sent by Stubbs.
Why didn't the Westworld staff pick her up and return her to Sweetwater as Stubbs ordered?