As an ultra-paranoid weirdo who fights monsters, I'd say it's a pretty safe bet his costume has something to stop werewolves following him home at the least. But most of his existing identity protection stuff isn't that great because he doesn't expect to be in the same place for long or anyone to meet him in both identities.

Jailbreak worked it out largely because Rex can't stop talking like a supervillain tho Rex don't know he's been rumbled yet.