Help, I've hit a brick wall!

Not sure where to go from here. My brickwalls name is Maximilian. Don't know his first name and my mother is sure that his LAST name is Maximilian. He is my g grandfather. All I know is that he is German, was a bookie for Al Capone, was shot and killed by Capone's mob and is buried in Kentucky. He married a Nell M Foley (My g grandmother). She was born in Illinois in 1906. They had a daughter named Patricia Ann born 1927 in Dade County Florida. Nell and Patricia are on the 1930 Florida census listed as Wilson. Sometime between 1927-1930 she divorced Maximilian and married Wilson, whom she remained married to for the rest of her life, moving from Florida, to Maryland, then to California. Maximilian supposedly threw Nell out of a window for not giving birth to a boy. He also spent some time in jail.Nell was a journalist in Florida.I have found Nell on the 1910,1920 and 1930 census but cannot find a record anywhere linking her to a Maximilian.How do you suggest I find info on my Maximilian?