I know I've found this one a half dozen times, but I keep misplacing the title. It involves a man locked in solitary confinement, hooded and chained, for crimes of perversion. He escapes, I believe using a guard's hand and eye to get past the biometrics scanners and sets out to discover why he was imprisoned. I remember that he had a transvestite friend that he visited, and when he was visiting his home, he shot an arriving detective with a pistol just pulled from the freezer, then put it back on the tray that the butler had brought it in on.
A group of strange assassins are set after him. I remember there was a scene where a messenger boy brought their summons and was greeted by a man holding up a set of pincers and saying that his teeth would be bad and they would all have to come out. One of the assassins had a bandaged face and wielded a hook at the end of a chain. I remember him being dispatched by having the hook set into the bumper of a bus.
At the end, the main character confronts someone on the top of a train who claims that new technology (implied to be computers) means that they can now simulate an entire world and implies that the protagonist is in that world and, as proof, provides a weather prediction. He gets shot anyhow. The comic ends with the protagonist noting that it was raining right on schedule.
It was published by one of the independent publishers somewhere in the 90s. The title had the character's name, which had an "O" in it. I remember that because for a few years, I confused it with the novel, "O". I want to say "Simon O", but that's not coming up with anything useful on a Google search. I'm pretty sure it was published in four parts.