The MC is way too naive it's unreal. I know it's fiction, but normal people would've just run or something. No way any sane man would pay 1-2 years of gross salary to something nonexistent.
Ehta's power is weird. The Goat was supposed to be his imaginary servant come to life through his power, so does he still become "real" even after the transformation is exhausted? Though, the answer is wether he can see the culprit after his master was knocked out.