I tag most of my stuff, so no worries.
"Your existence is not impossible, but it’ is also not very likely."
This is my personal headcanon: Cecil can create some kind of cloud/fog that roams through the community and watches every single happening. This fog is somehow connected to his third eye. That is why he’s able to tell his listeners the current events and incidents in Nightvale.
He’s also stalking Carlos from time to time and scares him shitless.