At about 47'30" in the podcast ep 51 ER drops an incidental comment that confirms something I have been wondering / assuming for years. As well as all the Australian passports in his different identities, she says RB has a Belgian passport.
This information here says you need a new passport for a name change in Belgium:
Please bear in mind that changing one’s name can have considerable administrative consequences.
unitedkingdom.diplomatie.belgium.be
Once the name change has been registered in the Belgian National Register, you will receive a confirmation by email and you will be required to apply for a new Belgian identity/travel documents. For this a payment is expected.
So maybe there is a very interesting file somewhere in the Belgian consulate in Australia.
This all means that any entry by RB into an EU country, and any travel between EU countries, will have been under the right of free movement and hence with minimal or no checking. This includes Belgium, Luxembourg, Netherlands and (at that time) UK.
Him having a Belgian passport was probably front and centre in the con, and a reason why Janet and Marion were persuaded that they could just up and move to Europe despite apparently having not applied for any visa to do so.