Interesting Day!

Glad your tale had a Happy Ever After ending Autofil has a lot to answer for at times!!

Mystery solved!
I spoke to the postman. He informed my that the gentleman in question has bought a local B&B. It is situated over the hill from my house. At present, the postman says, he is making breakfast at the B&B. He thought that the gentleman was staying with us until he found a house to rent in the vicinity. He took the letters away saying that he would probably see the gentleman in the morning and explain what has happened.
As I originally thought, if he used autofill to redirect his post, it is very easy to click on the wrong address from the list you are given. I've done it myself, but I always check to make sure everything is correct before I click send.

Ooh err! I hope it's nothing like that. It may simply be that the redirection service were given the wrong address. I'll see if we get any more mail for them at the beginning of next week. If not, I will send what I have received back to the redirection centre whose address is on the letter, with a letter of explanation enclosed,cand hope that will be the end of the matter.

I found this online

I know this is not the same, as it's about fraudsters redirecting someone's mail to an address that they, the fraudsters, can access. Even so, I think that what's happening with your address is distinctly dodgy, and I would be even more inclined after reading this to speak to the police.

But do you (or Royal Mail, even) know for sure that the owners of the house in Dorset are the ones who've requested the redirection? Or is it someone else. In other words, is this some sort of criminal activity, scam? I'd be inclined to contact the police.

Well then. Nobody has tried to move in. What a relief, but then there's always tomorrow. It's a long way from Dorset to Northumberland, they might be breaking their journey.
If they are not moving here, why have their mail redirected?
I looked up their present home, it's a perfectly nice bungalow on a pretty estate. Not the lair of a criminal gang.
Oh I don't know!

How strange....I can hear the theme tune from the Twilight Zone

I don't think I would leave the house unattended - you may come back and find it occupied! I can understand a mix up over the address but the fact Royal Mail also had your phone number is a bit concerning.