If McAllister is RJ, he's probably not using his given name. So, he most likely took the name McAllister.
McAllister means "son of Alistair," the Gaelic form of Alexander. What do the last 3 letters spell backwards? R-e-d. Of course, PJ's father's name is Alex. Perhaps RJ has a connection to Jane from the carnival?

I remember Heller once said he chose Patrick's name because it was a good Irish name. Would be interesting if he chose a Scottish one for RJ.