What is this thing?

A wereloris is... well, it's the were-wolf analogue of this critter:

Dwarf Fortress has the option to turn pretty much any creature it knows of into a were-variant. That is (generally) a dwarf that occasionally turns into a were-form and goes around slaughtering everything, they can also be species other then dwarves.

Were-beings are a tricky problem, if one bites or slashes one of your dwarves (and they survive) they'll become a were-being just like it next time, fun!

On the plus side, they'll also regenerate lost limbs during the transformation so it saves on medical care.

Were-beings not currently on a rampage will be treated like your regular dwarfs... so killing them gives unhappy thoughts and related bad things. However this also means you can draft them in an army, set them to train in a lockable area and block the door with a wall. Sealing them off from the rest of your fort while they do whatever it is were-beings do when changed (were-beings of the same species are not hostile to each other when turned).

Update on when they turn (13 times a year apparently, from Dwarf Fortress wiki):

• 25th granite (XX-01-25)
• 23rd slate (XX-02-23)
• 21st felsite (XX-03-21)
• 19th hematite (XX-04-19)
• 17th malachite (XX-05-17)
• 15th galena (XX-06-15)
• 13th limestone (XX-07-13)
• 11th sandstone (XX-08-11)
• 8th timber (XX-09-08)
• 6th moonstone (XX-10-06)
• 4th opal (XX-11-04)
• 2nd obsidian (XX-12-02)
• 28th obsidian (XX-12-28)

That is a kind of werebeast, in your case a loris. Werebeasts are usually created when someone offends a god in some way, being cursed to transform into a beast every full moon; additionally, any transformed werebeast can infect dwarves and other races with their bites, so be careful should you fight it. A werebeast infection is not obvious until their next transformation, which could happen in your grandest dining room with FUN results.