Yaaaay! I'm so glad you like it. Here's the thing about Fay Grim. It sounds like you haven't seen it yet? I like the film, but it's actually a totally different genre. In fact I think you will be disappointed if you think of it as a strict continuation of Henry Fool. It has the same characters as Henry Fool, but I don't think it's honestly the real trajectory of the characters from that film. It's fun to watch Fay Grim and imagine all of this hidden stuff that was happening in Henry Fool. But I think when you go back in Henry Fool you shouldn't try to look for clues in it that point to Fay Grim. This is just my guess, but I don't think he had them in mind when he was making it.