Word/phrase for a non-secret secret identity

I've been following the TV-show "Lucifer", a show about The Devil leaving Hell and opening a nightclub i LA. Here he starts working with a detective.

https://www.youtube.com/watch?v=X4bF_quwNtw

He goes by the name "Lucifer Morningstar", which can hardly be called a "secret identity" - the first being one of the Devil's most common aliases and the second referring to the story of his fall in the Bible.

Further more, he frequently and freely volunteers that he is indeed The Devil. To the detective he works with... to his therapist (well, he is in LA)... and to several others. So his identity is hardly a secret.

https://www.youtube.com/watch?v=mYW8JRRZSQE

The problem of course, is that nobody actually believes him - even if he is telling the truth. For example, his therapist believes he's talking in metaphors, and find it easiest to just go along with his obvious "delusions".

https://www.youtube.com/watch?v=H0UHQ-JHHF8 (His wings been stolen)

So is there a good word/phrase for a "secret identity" that remains "secret", not because you try to keep it hidden (you actually do rather the opposite), but because nobody actually believes you - even though your telling the truth and is completely honest about who you really are.

Like Iron Man, you could say that Lucifer/the Devil maintains a dual identity.

Unlike Lucifer, though, nobody disbelieves in either Tony Stark or Iron Man.

One might say that Lucifer uses his real name as a double bluff:

a ​clever ​attempt to ​deceive someone, ​especially by ​telling that ​person the ​truth when they ​think you are ​telling ​lies
_{Cambridge Dictionaries Online}

This would be the sort of cunning behavior one would expect from The Devil.

If you fail to find a single word, you could consider using “transparent pseudonym” to describe this kind of self-chosen moniker.
(example usage from ‘The Cambridge Companion to Byron', edited by Drummond Bone, via ‘Google Books’)

Although it doesn’t include the notion of trying unsuccessfully to reveal one’s identity, it does I think imply that little is being done to try to hide it, and it and its plural do get a fair amount of hits on this Ngram.

Pseudonym noun:
a name used by somebody, especially a writer, instead of their real name
‘She writes under a pseudonym.’
‘The rebel chief uses the pseudonym ‘Tigrillo’.’
(from ‘Oxford Learner’s Dictionary’)

Transparent adjective
1 (of glass, plastic, etc.) allowing you to see through it
‘The insect's wings are almost transparent.’
2 (of an excuse, a lie, etc.) allowing you to see the truth easily
synonym obvious**
‘a man of transparent honesty’
‘a transparent attempt to buy votes’
‘Am I that transparent? (= are my intentions that obvious?)’

**(Please note that you could consider using “obvious pseudonym” since it’s listed as a synonym of “transparent,” but I think it would/could be confused with the notion of “That name is obviously a pseudonym”, which does not capture, as I think “transparent pseudonym” does, the idea of “That name is easy to see through.” )

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An incarnation in human form

Synonyms abstract, embodiment, embodier, epitome, externalization, genius, icon (also ikon), image, incarnation, incorporation, instantiation, manifestation, objectification, personification, personifier

In this case, "The Devil" is actually his true form and "Lucifer Morningstar" is his avatar.