I think TFM is the last person to find out that he's zogged. I imagined that his private conversations with Halsey were much more direct, but maybe not.

Maybe he really thought that Halsey appeared out of nowhere one day, decided to go half-and-half on a show together, and proceeded to never show up to said show for many months.

Then, thinking he was a free man, he said it's the Jews, and Halsey suddenly started showing up again and using Destiny tactics on him.