Apparently ever since Julie went to college. Her parents gave Artie a bunch of her stuff to store, and Artie put it in one of the storage bins in his power spot. From there he could enter Julie's Outback at will, and since he seemed to like it there he must have set up shop there, harvesting Isz to help him in the real world. The black Gone cape seems to go along with his rape and murder spree. Whenever he started that, that was when he started being Mr. Gone and dressing in black.
Nobody likes face-eating masks.
Yes, he does take off the mask and costume. We still don't know whether he issued the order before or after he died. Artie met Gaynor when he went to a battered women's shelter, looking for help. He told her everything about himself, and she accepted him for who he was. She is obviously a remarkable person.