While not much is known about Jonathan Dunn outside of his writing, what we can tell is that his life was characterized by an almost divine prescience. His gift, however, seems to have done him more harm than good. From his first literary burst at the early age of 17, he shifts seemingly at random between despondency and hope, sorrow and humor. His personality was by all accounts as volatile and novel as his writing, and he was soon shunned by the society of the day.
This did not dampen his spirits, though, for he set off on a journey by foot across the world, living partly off of his writing, and partly off of various menial labor jobs that he took upon his way. In later years he adopted a more settled lifestyle, living in a steady place for a few months before moving on.
This constant change in his surroundings gave his works a very broad range, both in characters, atmosphere, and even writing style. Indeed, some of his later books are markedly different than this, his earliest one. Some scholars have attributed this shift in style to a "phantom pen."
In other words, the pen name Jonathan Dunn was supposedly written under by a variety of individuals that would write for a few years and then groom a successor. While this theory would explain the lack of information on this clearly brilliant man, it cannot be proved decisively, and therefore remains merely a theory.