I'm pretty sure they show up in the thought bubble but I might be wrong on that. either way, even if you don't talk to them first, the lost item will still appear and the animal will be surprised that you found it without being asked to look for it.
Visit my dream towns!
Angie from Maplerow, Ranae from Wayfield and Olive from Yorkwood
Their request defnitely shows up in the thought bubble.
Campers have an invite level after which you can invite them to your campsite. This level is 3, 5 or 7. Three levels above the invite level they can have special requests, for instance to retrieve their lost item.
Dotty can be invited at level 3 and hence she may have special requests afer level 6. Octavian can be invited once he's reached level 7, and he may have special requests after he reaches level 10.