In my campaign, the character that's the object of the obsession was a well-loved PC rogue named "Jean" that had incidentally fallen and died in the Catacombs of Wrath. I decided it would make sense that Foxglove would not know that she perished and would still remain obsessed with her. Like others, I thought my party would love the "true crime" aspect of the game, and having her name spelled out on the note would ruin that.
So in Sandpoint I really played up characters whose name begins with J during roleplaying scenarios, like Jasper Korvaski for example, and I just used the initial on the note. During mini roleplaying vignettes I introduced some NPCs like so:
* The party alchemist needed to rent space for his lab, and the only space available was a loft above the Pixie's Kitten. While there he learned of an Osirian courtesan working there named Jeitil.
* The party cleric met a street urchin selling fish who wore a clasp that seemed to be from his village of origin. I named her "Jundri" and she helped drive the character toward Madame Mvashti, saying she had been looking after her.
* The bard learned of a new diva in town after Allishanda left, an elven dancer named Jannae Moonviolet that was going to be dancing in an opera/ballet at the theatre.
* With Ameiko taking time off to mourn her half brother and father and take care of the Glassworks cleanup, Bethana hired a new pretty barmaid named Jarissa. She sticks out because she dresses very conservatively, borderline puritanically, which seems odd for a barmaid. Men leer at her over their cups in the Rusty Dragon.
* I gave Larz Rovanky a blonde and powerfully-built woman working for him, explaining she is a distant Scarnetti cousin named Jazzika. She is his only consistent employee because she takes his foul mood and gives it right back to him. Also gives the characters another tie into learning about the Scarnetti family, which is a little light in book 1.
I am working out a deeper level for the red herrings here; each one needs to be aware of a suitor or stalker of some kind that might fit the Your Lordship persona. So like one of Jennae Moonviolet's co-dancers might be someone that plays a noble in the opera they are in at the theatre. The Scarnetti woman already has noble blood, so that could work. The courtesan could have a regular customer that is an aristocrat, maybe one of Vana Deverin's sons. I don't want characters going too deeply into any of these red herrings, but it establishes that there are multiple possibilities, they need more evidence, and should try to obtain it by following the trail to Habe and Hambley, and then onward.
This all just happened last session for me, and the players ATE IT UP! As soon as they saw the "J" on the note, they all started listing off every J character they knew of, including a bunch of the red herrings, Korvaski, the dead PC, and even Jervas "Chopper" Stoot! It worked better than I could have imagined. It requires a bit of pre-work and patience laying these crumbs in advance, but the payoff is awesome.