Can this guy sidestep in, miss then sidestep away?

I doubt it, same free action twice in a turn and all.

classic Wizkids not knowing how their own game works

It may seem like an oversight to have a special power with sidestep while also having normal sidestep but they are just reusing the exact same dial with all foot soldiers.

Also, you can take solace in knowing that you have sidestep available from two sorces; I highly doubt anyone would think to burn two uses of outwit just to prevent one generic foot soldier from moving two squares.