I heard a devotee came to Shirdi with the intention of testing Sai Baba. Who was this person and what happened to him?

The devotee you are referring to was named Hari Kanoba. According to Chapter 49, he came from Mumbai with a skeptical mind, listening to stories of Sai with a 'fault-finding eye' and intending to test the saint's powers. During his visit, he lost his new shoes after hiding them to go for darshan. His mind became completely preoccupied with this loss. However, Sai Baba, knowing Hari Kanoba's purpose and his predicament, orchestrated a miracle. He sent a boy with the shoes, giving him the precise instructions to find the owner by calling out for the 'Son of Hari' with a 'gold-bordered turban.' This specific and undeniable proof of omniscience transformed Hari Kanoba's doubt into devotion, making him a believer.