There's a comprehensive guide to the fluff here: http://gmortschaotica.blogspot.com/p/malifaux-character-backgrounds.html
But it ends with Crossroads.
In my own notes, I added to the good work GMort did, updating the Lucius entry through November 2018 - and then I got distracted. But for what it's worth:
Lucius, the Governors Secretary (RP, P, 106), (RP, S, 96-101, 252-253), (TF, S, 29-35, 110-116, 183-195, 270-273, 274-275), (CR, P, 25), (CR, S, 14-22), (WC5, S, 5-16), (WC6, S, 4-15), (WC14, S, 11-22), (SL, S, 237-270), (RoF, S, 19-21, 93-105, 214-241), (BP, S, 6-22), (WC5, S, 5-16), (WC6, S, 4-16), (WC14, S, 9-20), (WC33, S, 52-68) [Last update: 11/29/18]