I imagine you've already noticed this, but Harlequin, in the English pantomime tradition, is less of a zanni and more of a magician -- by the 20th-century, a lot of English writers seem to associate him with Hermes, which is pretty clearly what Christie is doing.

Mr. Satterthwaite realizes after the first story or so that when he encounters Quinn, it's because events are coming to a crossroads at which they must solve or prevent a murder -- they aren't always supposed to prevent a death, though, just the wrong kind of death; because Mr. Quinn's duties include psychopomp.