There are plenty of Walts about, and sometimes it can be hard to out them, but at the same time it's possible that the anonymous call was malicious, so there's a fine line to be trodden.
Can you be more specific about his claimed background, and why you think some does not stack? What are the risks to your company if he is a walt? If they are large then it might be possible to tell him to his face, and insist that you have confirmation of his service record before you can proceed. A non-walt won't be offended, a true walt will scream and shout, or continue to try to BS you.
Bear in mind that the online trail could be entirely created by him - it's not hard. Small things like checking the name of the person who registered the domain name of a site that mentions him might be enough to uncover the fact that he's fabricated things.
Feel free to PM me. My old unit has lots of walt-trouble - this is perhaps the most famous:
The Baron of Castleshort and there's a presenter of survival programmes with a silly first name who also walts a fair bit. I'd upset the owners of Pprune if I posted his waltisms