It's totally okay for a GM to have a 'main' NPC, or neutral character that interacts with the groups. As far as character creation, as you know, =][= has no real limits on how powerful a character can be from the get-go, but everything about a character comes from their background. See what kind of characters your players are making, how powerful they are, etc. and maybe tailor yours based around that. Being a neutral party in Inquisitor can be dangerous. Does he have a retinue of extra muscle (mercenaries, combat servitors) to protect himself? Is he a formidable psyker whose powers grant him considerable mental persuasion? Or is his knowledge and influence so valuable that nobody can afford to kill (or damage) him? Does he help out because he owes a debt to one or more parties? Is he simply trying to manipulate and pit them against one another? Or is he merely a go-between, a middleman for his shadowy masters?
Figure out his modus operandi and give him traits based on that! It can be fun for everyone to design their characters together, but if you, as GM, want to keep a tight lid on certain things, that's fine!