I guess I read Cerebus and thought "Hey, yeah, Groucho could be anyone!" Or maybe I was just desperate to make the Roman police funny somehow. Yes, I know his shield should say POLICIA ROMA.
Miller is an undergovernment agent who is impersonating an ordinary fan who is fanatically role-playing as a fictional undergovernment agent, featured on a TV series that is based on Miller's real life. Yeah, try to penetrate that cover.
Hee hee, Thack puts the word "individuals" in quotes.
And Rumy's doubts about her sanity are a plausible counterpoint to Thack's theory, though the theory itself may be reaching a bit. SOMEONE would take those guns and glasses apart sooner or later.