Thomas F. Quinn's alleged aliases have included Georgios Samaras, Robert Dzigi, Tasos Douros and Pele Lechien. "Chien" is French for dog and Pele was supposedly the name of a Quinn pooch.

Even in the face of authorities, Mr. Quinn remained maddeningly elusive. At one Securities and Exchange Commission session, Mr. Quinn insisted on only answering questions by blinking his eyes, says a former agency attorney who was there. After a few questions and blinks, the proceeding was halted as a pointless exercise.

During...