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Was the Man in Black
- The Man in Black shook the cabin in The Man Behind the Curtain and escaped when the circle of ash broke. He said "Help Me" to Locke because he knew Ben would feel even more betrayed by Jacob for never appearing/speaking to him.
- Ben later reveals he was acting in the cabin, and was genuinely shocked that someone was there. "Help me" could be better described as an uncharacteristic plea from the Man in Black to Locke, who he's targeted since he crashed and would ultimately take the form of.
- There's also a broken circle of ash, implying The Man in Black could breach the cabin.
The second figure
The second figure seen in The Beginning of the End along with the Man in Black in Christian's form was Jacob. We know that Jacob occasionally converses with his brother, and this could have been one such occasion. The actor who's eye we see is merely a place-holder as Jacob had not been cast.