The Brothers of the Yellow Sign
From Tatters of the King
Aleister Crowley suggested that Malcolm Quarrie may have gone to Italy to seel "Il Fratelli di Signo Giallo", an artistic circle based in Rome (at least that's crowley's recollection) that meets once a year to perform a single private performance of a particular play.
Crowley dislikes drama, and as such has no interest in "The King in Yellow", so he knows nothing more about this.