I can't believe there was ever really any doubt that Paul "was" Thrillington, to the extent that anybody even cared. Who else would conceive of the idea to release an instrumental orchestrated version of his then-critically unacclaimed Ram album? And come up with silly name like Percy "Thrills" Thrillington? The whole concept seems like the product of potheaded Paul whimsy!
Now, the Fireman thing, that was totally under the radar, no question.