What does Framton think he has seen? What in fact has he seen?

Framton thinks he sees ghosts from the story:

In the deepening twilight three figures were walking across the lawn towards the window, they all carried guns under their arms, and one of them was additionally burdened with a white coat hung over his shoulders. A tired brown spaniel kept close at their heels.

They are just regular hunters.... Mrs. Sappleton's husband and brothers.