The idea of a fae carnival is actually a bit familiar as well now, but it's not a vivid recall for him compared to the way Zangetsu was talking about it, just a gut feeling that he may have some amount of history there. Instead he remembers being human while traveling freely between (four?) dimensions in search of... someone he lost.

Probably not the most helpful, however Yugo thinks that "Yuya" (the red/green haired kid, which he swears the same face thing isn't a fluke and uniting four such counterparts was likely a bad omen for something) and "Noboru" (the vampire) might recall more about that carnival and therefore shed additional light on the story.