Where did Harry get his fortune?

Inheritance money from his parents, whom it is subtly suggested he hated and projected this hatred onto Michel’s "interfering" parents. The liberation he claimed to have felt after their deaths (murders?) was only sexual and financial liberation, not emotional or middle class marital (like Michel). One side of him is jealous of what Michel has and the other side resents the responsibility attached to it, hence his desire to free Michel.

Viewers would have noticed the insertion of a misty white screen twice in the film: after Michel's folks race off the cliff, and after Michel’s ostensible drive of freedom in Harry’s 4x4. We can interpret this inherited freedom as an existential death/death of creativity. The conformist lifestyle Harry’s parents would have expected of him but which he dreaded.

"The royal penis is clean."

I think he took the inspiration of the poem with him to America, became a hit man there, made a lot of money and then high-tailed it back to France.