The Soviet answer to Captain America, who spent his best years pretending to be a father in Ohio and has never quite understood that the pretending ended.
Alexei is a comic character carrying the film’s saddest idea. He was the Soviet Union’s super soldier, then he was placed in Ohio with a fake wife and two assigned children for a three-year intelligence operation, and those three years were the best of his life. He talks about them constantly. The two women he talks to were the children, and for them it was not a cover story, it was childhood.
David Harbour plays the comedy at full volume, which is the correct decision, because it means the moment where he is asked what he thinks he was to them arrives without any warning at all.