I feel like after this, Harry is going to remember that moment and be like "OH SHIT, I bet that Dr. Watson guy knows Marcone's real name, GODDAMN IT!"

Like, he was so invested in the MUST NOT LET THE POOR BRITS LIKE THE CHARISMATIC CRIMINAL plan that he ignored the opportunity for blackmail potential.

And Marcone is torn between "Shit, Captain Watson knows I'm a criminal noooow, what if he doesn't LIIIIKE MEEE" and "Oh thank god, he didn't say my real name"