I think he thinks playing dumb is going to work. He's basically said, "Here's my bank records, see, no one million dollars anywhere!"
He's tried ignoring the whole thing and the US Marshalls showed up to remind him that won't work.
There's a PayPal record of transactions. Some people sent him a check. I doubt anyone gave him cash, so it is all traceable. There are records of him buying parts from vendors and them shipping parts to him. It may take a lot of work to dig it up, but the info is out there.
One thing that struck me is he's very smooth. He knows what to say and what people want to hear. That's probably how he was able to keep this charade going as long as he did. He'd be more successful at his schemes if he didn't constantly wear that stupid beanie cap and didn't look like he rolled out of bed 5 minutes ago.
The entire time I was listening to the audio I was wondering if he was wearing that stupid hat.