When I first read your character, I thought the third eye was metaphysical.
If when he's in public as himself (i.e. not in costume) one can see a closed eye on his forehead the possibilities are:
1) Alonzo tells people he has a tattoo.
2) when Alonzo is in public he would be continuously running a don't look at the eye mental command. very low level and would only affect normals, or people with weak wills, or without mental defences.
3) something I haven't thought of.