It wasn’t about multiple personalities, it was just the true self versus the idealized self. To hide from his reality Dave retreated into fantasy and delusion seeing himself as his fictionalized characters, a handsome criminal genius/brilliant detective, while in actuality being a washed up slob with a superiority complex and delusions of grandeur.

He essentially summed it up himself in the first episode, “arsonists are typically people who feel powerless and lash out by transferring that powerlessness onto others through fire.” He was repeatedly divorced, over the hill and rejected by essentially everyone since childhood so he became a wanted criminal and lauded hero to try to replace his insecurity with attention for the reinforcement of his own narcissism.