I have found them burrowed underground on my property like they were hibernating fairly deep in the clay
Or something. Maybe he rode in with your soil if you use soil.
Are you using a peat based soil per chance? As you probably know they can be notorious for dormant larvae and the like - but then as you say if you live in an older dwelling, you've probably got bats bears and all sorts coming in through the rafters.
I found a bee in my grow tent last week. Only way it could have got in is via my air intake. I've fixed the problem by fitting a pair of tights/stoking over the front of it lol.