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They [his superiors] liked his diffidence when he apologized for the company he kept, his insincerity when he defended the vagaries of his subordinates, his flexibility when formulating new commitments. Nor did he let go of the advantages of a cloak and dagger man malgré lui, wearing the cloak for his master and preserving the dagger for his servants.

Source: Call for the Dead by John Le Carre

I understand that malgré lui means "in spite of oneself" but am having difficulty understanding it in this context. He did not let go of the benefits of being mysterious (cloak and dagger?) in spite of himself?

Does the last part ("wearing the cloak...preserving the dagger") refer to his duality in dealing with his superiors and subordinates respectively?

Does "Preserving the dagger" refer to his willingness to backstab his underlings whenever he can?

And why do his superiors like his insincerity, diffidence, and flexibility?

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The precise sense in which Le Carre uses malgre lui is a bit more than just "in spite of himself". From Return to Good and Evil: Flannery O'Connor's Response to Nihilism (2005)...

A malgre lui is someone who does that which he is most trying to avoid, despite his best efforts to the contrary.
(He really didn't want to come across as a "cloak-and-dagger" man, but couldn't avoid doing so.)

As regards what his "superiors" thought, my reading is they liked his diffidence (when challenged in various ways that happen to include references to his insincerity and flexibility, not that they approved of those things as such).

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It means that he was a cloak-and-dagger man despite his desires or nature. So he used those advantages even though that role was not one he might have chosen.

Personally, I am more confused by the choice of the word "Nor."

I think the previous sentence refers back to the idea that he turns all colors into grey: malleability, spin worthiness.

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