The only legal issue you may need to consider is your disclosure to the candidates that the consultant in question is a paid consultant performing a job for the company and not a representative of the company; such a disclosure and/or sign off would insulate you from any liability in the very unlikely event that there was any blowback from the interviews. I will say that bringing in paid knowledge experts to help you recruit, identify, and hire the right employee is a practice more companies should follow when there is an internal gap.