Is there any chance there might be a sidebar or advice elsewhere in Ultimate Intrigue for how to deal with a character with two identities, both for their fellow party members and the DM?
Having a player who tried this without any mechanic behind it in my Runelords campaign, I know I had a little trouble justifying why the mysterious kitsune ninja/"human" barmaid knew when and where to meet up with the group, why a group of equally competent adventurers would go out of their way to contact this person, and generally just giving the player any solid satisfaction on that aspect of their back story.
Likewise, how much should the rest of the party know about their identity? What are pros and cons of different levels of in game/out of game knowledge for the rest of the party on this? Can the low wisdom impulsive gnome in the group spoil their secret identity with a night mouthing off at the tavern? Or the charisma dump stat party members that couldn't beat a sense motive check to save their life?
I was thinking about this before. It seems your play experience has matched up with my theorycraft.
For ease of play I would suggest the vigilante letting the party in on the secret. Even in shows such as Arrow and The Flash the superheroes know who the other hero's "normal" identify is. It just makes life easier for everyone.
The "only I know my identity" idea works for people like Superman and Batman because they tend to work alone, but in PF just like the TV shows I mentioned, everyone on the team knows both identities.
As for the low mental stat characters they dont have to be bad at keep secrets. There are several ways to play a mental stat. Being tip-lipped or loose-lipped is common in many people despite their mental prowess.
I will admit, we did do the "every player knows even if the PCs don't" from the start, and the other players helped come up with excuses and coincidences to keep her character in the loop.
I do think her player was a bit let down with us pushing for the group to find out fairly quickly though, particularly once they left town.
And I agree that low mental stats don't HAVE to be played that way, but how much should the vigilante have to worry about someone else playing their character the way they feel they should?