"Wyatt" is probably Dolores.
When Teddy keeps having flashbacks to the Wyatt massacre, that is the same place where Dolores also had flashbacks to herself with a gun, with lots of people being shot.
Also it was revealed she killed Arnold, so probably went on a "killing rampage"
Teddy is looking for Wyatt and leading the man in black to "Wyatt"... Is told he will find Wyatt at the church, and when he gets there, he finds Dolores
etc.