He was always the one that gave interviews as A Nameless Ghoul and he would speak in the 3rd person essentially. In the very early days of Ghost they actually did voice alteration but gave that up pretty quickly.
If you waited around after the show, the whole band would come out, out of costume, speak to you and even give you their real names, but then sign with only the symbol they represented or in Papa's case a "P.E." and simply ask that you not take any pictures. I know a band that toured with them, and when I first met them I was asking about Ghost and said, "Don't worry, I won't make you reveal their identity" and they responded, "I don't really think they care anymore" which they actually did, but it kinda shows you how loose they were with the crew, other bands, etc. I think they would just simply request, "Don't show our face our reveal our identity"