"A Tiny Bavarian Alpine Town"
Major Thorpe (writer and artist), George Appel (pencils), Igor Shop (inks)
Published in Jumbo Comics #26, Apr 1941 - 5 pages
ZX-5 is in a small Bavarian town in disguise with a full beard, playing the part of a violin musician. As soon as he starts to play in his room at an inn, he is arrested. When the authorities shave off his beard, leaving his pencil-thin mustache, he is recognized. After that things get very strange.
Note: odd line - after being recognized as a "British" agent and then tied to a post and whipped and then almost blown up in an explosion, ZX-5 comments to himself that he needs to hurry away because "they're getting wise to me!"
Here are the pages I have of it.