Puzzle Pete is a toxic mixture of Al Swearengen from Tombstone, and Littlefinger from A Game of Thrones, both of whom were bordello proprietors. Pete can be charming, but beneath the veneer of the silk suits, he is a killer. 

Puzzle Pete is first mentioned by the Weyward Sisters in Chapter One. However, he was not fleshed out until later as I needed a fitting rival for Carlos Grimm, and someone to adversely impact Kasha and Berric’s travel plans.