Can you tell me about the sannyasi from Madras who visited Shirdi, as described in Chapter 31?

Certainly. Chapter 31 introduces a sannyasi named Vijayananda who was traveling from Madras on a pilgrimage to Mansarovar. Hearing about the fame of Sai Baba, he decided to stop in Shirdi along the way to seek His darshan. Upon his arrival, he met Swami Somdevji of Haridwar, who described the significant hardships of the remaining journey to Mansarovar, including the great distance and heavy snow. This news caused the sannyasi to become dejected. When he finally had Baba's darshan, Baba's mood shifted, and He told the assembly to send the sannyasi away, which deeply distressed the newcomer who was unfamiliar with Baba's ways.