FWIW, he and another corrupt guy were sponsored for the Hoover's FBI by then US Speaker, John McCormack (D) MA.
That's not the way I heard it. Connolly may have gotten the name because his fellow lawmen thought he dressed like a mafioso, but he was so desperate to get the credit for taking down the Italian mob that he threw in with Whitey Bulger's Irish gang in exchange for info about the Mafia.
Of course Bulger's associates in the "Irish" mob were named Flemmi and Salemme, so maybe Connolly did want to be Italian and maybe organized crime really was a melting pot after all.