Chapter 4: "Facts and Figures"

Far fewer new characters turn up in this Chapter. Apart from Vertex, Zenith's alternative 300 counterpart, we get to see the demise of Smiley Sun in flashback, and his killer Hotspur.

Hotspur appears to be based on the evangelical hero Hotshot. I don't have any images of Hotshot to allow me to confirm this, but it seems to be too much of a coincidence, based on personality and name, to be otherwise.

Hotspur is one of the main characters of this Phase. Initially possessed by a Lloigor, he manages to drive it out with his iron strong faith and a little self-mutilation. He leads the hero expedition to Alternative 257, and is sucked into the Lloigor home dimension, where he discovers Maxi-Man's treachery. He dies shortly after, but not before passing this information on.

"Jake the Peg" notes "There's a famous painting of Hitler as the Grail Knight on horseback carrying the Nazi flag. In it his haircut and suit of armour is exactly like Hotspur's. Given the Zenith story's identifying of the Cult of the Black Sun as being rooted in Nazi mysticism/Thule imagery it's perhaps apt that Grant Morrison is having a giggle playing with parallel universe images of this kind."

The only other new character introduced is

Big Ben. Another refugee from the D.C.Thomson world, he is superstrong  (enough to throw a jumbo jet at someone) and seems to be based on Desperate Dan (or as Ray Girvan has written to say, "Desperate Dan cross-bred with Stalin.")

He is guilt ridden over the death of his world and his people, and dies saving Alternative 230 (Zenith's home) late in the story.

Chapter 5: "Letters from the Underworld"

An episode set mostly in flashback on Alternative 666, this gives us a good view of some more bootleg D.C. Thomson characters.

The first person we see is Prince Mamba.  It would be logical to presume he is based on King Cobra, over in the Hotspur. Prince Mamba walks into Miss Wonderstarr near the end of this chapter, which means he's almost certainly dead.

We see the corpses of some children, who are identified later in the text as the Z-Riders. These are the Q-Bikes from the Beano.

We also get a cameo of this guy. He has no relevance to the rest of the story, but he is without a doubt Korky the Cat out of the Dandy.

The chapter ends with a group shot, but as far as I can tell, all of the characters depicted are already listed above.

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