I was wondering this also. I'm considering trying to set an unsupported or self supported FKT this summer. I did see that there is an ultra that gets run there every year, but it looks like that's supported.
As far as I know there's no recorded FKT for the Centennial Trail. I've chatted this over with friends and there have been some recorded mountain biking FKTs but nothing in terms of running/hiking. Establishing the parameters would be important since you have to consider Bear Butte. There have also been some modest re-routes in the last few years and logging is often an issue. . .
Guest 360, I have been contemplating this as well in Sep. 2018, but supported. Reroutes done near Sturgis have been significant. Some logging being done near Dalton Lake. not Sure what the Wind Cave looks like.