I think "nom de guerre" is perfect in the context of bidding for coins. It's more like battle than writing a novel. This is not your call to make. If Clio is not worried about Clio's identity being advertised, then let Clio post hints and clues. I really feel it's inappropriate for anyone else to do so on open forums. I'm not trying to flame you, so that's the last I'll post on this issue.
One coin I got 'Clio'd' on was this grossly misattributed Vespasian denarius. https://www.cngcoins.com/Coin.aspx?CoinID=311165 CNG called it an 'unpublished variety?'. Clearly it is not. The phantom 'genii' alluded to in the attribution are nothing more than grain ears and the rear of the highback chair. I've often wondered if Clio knows this.
I am not making the call. I was quoting someone else who posted about Clio in an essentially public forum (more public than this one), and I redacted the identifying information. Until yesterday, I never even heard of Clio. Complain to the dealer who posted that information. Not to me. Period. And that's the last I'll post on the issue myself.