If he's in contact with dodgy people who he is trying to protect you from, then distance yourself from him. He's dangerous. If on the other hand he's exagerating those claims so that he can maintain a pad for other women, then again, distance yourself, he's a jerk.

Really, I think those are the only two options. He's either involved with some kind of criminal activity, and therefore not someone you should be pursuing a relationship with, or he's spinning you a line and is carrying on behind your back, and therefor not someone you should be pursuing a relationship with... Of course, it could be a combination of both. For example, he could be a small time drug pusher with a bunch of bimboes hiding in the wings.

You say his requests are odd. Yes they are. I'd say there's a serious red flag hanging over this relationship. Get yourself safely out of it, before he brings trouble to your door in the form of police, or gangsters looking for money, or bailiffs, or guys asking to stash illegal goods under your bed. And if not outright illegal activity, you need to avoid him bringing grief to your personal life in the form of unwanted STD's, or aggressive girlfriends confronting you when you least expect it, or women popping up with babies demanding alimony.

The guy's not safe. It even sounds as though he's using you as a convenient way of getting out of Dodge. You don't know his history, or anything about him. You can do better.