"Thin Air" is explicitly a homage to Ray Bradbury's Martian Chronicles. Imaginary for location is a bit inadequate as it is a real location with realistic aspects such as gravity and artificial atmosphere, but with turbo levels of AI and psycho-political fixing. The action is a standard Western plot, our bloodied hero emerges from the body count to restore freedom and order on the frontier.
"There's nothing in the data to suggest it. But perhaps that in itself might point a rather rigid finger. If you were a wanted whistle-blower needing to disappear before the Prosperity Party sicced its thugs on you, it would make sense to originate a whole new identity. Allowing that you had access to the funds and expertise, of course. Maybe our friend Hidalgo isn't from Earth at all, he just wanted people to think he was."
"Kind of high-profile way to disappear, isn't it?"
"Hide in plain sight, maybe." I could hear in Holstrom's voice how he dropped the idea like a cat killing prey it's grown bored with. "Look, I'm not trying to sell it to you, Veil. And wherever this Hidalgo is from, whoever he was before this, he certainly doesn't seem to have wasted any time drawing attention to himself again. He's made quite a few enemies up there in the West End. There's a bounty out on him with the local OC syndicates, and the Marshal Service have him on their most wanted board- though they aren't making that public."