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Alphonse carries such an authority that agents automatically assume he's got some deep knowledge of the matters at hand. Unless he's bluffing, of course.
A possible alternative is that there's more than one Alphonse. In other words, there's a number of co-ordinators, each of which does not have the full picture. Assuming that missing the whole picture is enough to save your sanity.
Incidentally, there is also Andrea - the "cleaner" for ops gone bad. Andrea just knows that the clean-up jobs are paramount, and that's a matter of extreme importance. Stuff about fishmen and greys and what are of no import. And we still do not know how many Andreas are there.
Or maybe Alphonse is going insane, but that it's a recent process. Until Reggie died, who knows what Al's role was in DG. He probably saw some nasty shit in WWII, but since then, he could have simply been in administration. His taking on the role of DG leader and central hub of That Which Man Is Not Meant To Know has only been going on for a few years now, and that simply hasn't been enough time for his sanity to degrade to the point where anyone would notice.
From his last post (which is all we have to evaluate the guy) Uncle Reggie was not exactly Sane. We must remember here that low sanity does not automatically mean "Foaming at the Mouth Mad". Alphonse might be driven over the edge slowly, by degrees and in a way that would allow him to still do his job perfectly (for a while at least). And the way DG is structured now might allow him to keep his position for quite a while with no-one noticing. The final cracking, of course, could be devastating. If DG cells start being wiped out, ops go terribly wrong, a bunch of survivors has to climb the DG structure backwards to nail an insane co-ordinator whose less than balanced choices and directives are endangering the structure itself.
There are two other possibilities:
1) Alphonse is mad as a hatter, and his insanity takes the form of running an elaborate conspiracy to thwart the machinations of the Mythos
2) Most intriguingly, perhaps Alphonse knows an incredible amount about the preternatural threat, but he has yet to make those few crucial connections that would sweep his sanity aside. The danger is not necessarily arcane knowledge, but "the human mind correlating its contents" and assembling a complete picture. Perhaps Alphonse hasn't made those connections yet, or hasn't made enough of them, and is something of a ticking time bomb like Daniel Freis.
Probably a good case for Camp's lack of insanity is could be found in a couple of points. First, Camp is not a field agent and hasn't been one for probably a number of years. He doesn't seem to be studying mythos texts anymore and, with one noted exception, doesn't use mythos magic. This has probably been quite easy on his sanity over the last few years. Before that, it is possible that during the Cowboy Years he was little more than a highly placed administrator for the DG organisation, such as it was, and again, not a field agent. It is quite possible that he has had little direct contact with the mythos during this time, instead seeing nothing more than agent reports and conducting debriefings. Some of the encounters he has had might have been made in relatively controlled circumstances, lessening the impact of the sanity loss (such as dealing with Agent Nancy). What he is dealing with is highly sanitised. Reading a report stating an encounter with "aquatic humanoids" or "amorphous entity" is not as horrific as reading a true mythos tome or facing the entity itself. There is a level of shielding compartmentalisation that has probably saved Alphonse's mind.
While ALPHONSE doesn't have any major insanities, he is probably quite quirky. He probably has a healthy dose of paranoia, a few minor phobias, and some other eccentric or cold behaviour. This isn't enough to show up as true insanity but enough to add "colour" to any dealings with ALPHONSE. Next is the fact that Alphonse probably doesn't have a very complete picture of the Mythos threat. Even with a relatively high Cthulhu Mythos score, this has been gained over decades of fighting, a piece here and a piece there. He knows a lot about the peripherals of the mythos; the Greys, some of the cults, the Deep Ones, etc., but hasn't made some of the more mind-blasting connections.
Also, during Alphonse's more active years, it is quite possible, since DG was legitimate, that there were psychological programs to help agents. After some of the more disastrous incidents it might even have been mandatory for agents to cycle through these after missions. Again, these might have saved Alphonse's (and many other old timers) sanity. Al might still be running and partaking in such programs through DG Friendly psychiatrists to keep himself and his organisation relatively sane.
As for ANDREA, her role is more complex than simply "cleaner" for DG. She is probably a Marine Counter-Intelligence officer who is charge of all security for DG. She handles mole-hunts, background investigations and a whole range of CI work for the group. She has had some dealings with MJ-12 and has some very low-level contacts in the organisation.
She has access to much of the government files on organisations and people that they keep. She is a bigger asset to ALPHONSE than simply assassin and acts as the military-intelligence counterpart to ADAM's law enforcement powers. Many rumours and legends have grown up around ANDREA, much of it pure BS but good disinformation in the conspiracy community. ANDREA can show as the best friend a cell could have (though usually behind the scenes) or their worst nightmare as she investigates, cuts them off and eventually disposes of (through many methods, not all of which are lethal) a corrupted cell.
Maybe Andrea's role is just that of keeping an eye on Alphonse and a finger on the trigger. If he starts acting weird, Andrea will retire him.
Andrea(s) could be Alphonse's own version of the Minutemen, but their job is not so much to ride herd over the rest of DG as to be there to take out Alphonse when the time comes.
ANDREA is mythologized as an agent's worst nightmare. Experienced agents tell the rookies, "If you screw it up, you better clean it up, 'cause if you don't, ANDREA will. And then she'll administer the .45 Retirement Plan to anyone who's shown they can't take care of messes they should have avoided in the first place." Agents who can't handle their disasters (sometimes by taking a fall) are a danger to the conspiracy. ANDREA is the bogey-woman--she doesn't hunt monsters, she hunts bad agents. If you betray the conspiracy, ANDREA will get you.
Funny thing is, this is purely an urban legend. ANDREA is probably really some paper-pusher. Delta Green doesn't have any "cleaners." What a laugh. Oh, wait, somebody at the door. Just a min--