From the late 1800s through the 1950s a staple of sideshows and carnivals was the half man half woman (aka heeshee or hermorphrodite). A dedicated heeshee would strenuously exercise and tan his male side but leave his female side pale and unmuscled. Learning to simultaneously move one side in a masculine style and the other in a feminine style was difficult. Some heeshees even crafted prosthetic duo-gender genitals for those more expensive late night shows.
Frank is leaving to go to the Mezzo Mezzo and does this awkward thing with his arms and legs while saying, "Aaand away we go." Jackie Gleason was one of the most popular American TV comidians through the 1950s, '60s, and '70s. This famously fat, brash, loudmouth comic had a signature stage exit of pumping his arms and legs and saying, "Aaand away we go."
Two "bull moose" were stolen from an Alaskan zoo. 'Moose' is species and 'bull' is male gender; a cow moose would be female.
The oceanliner hideout is named 'Mezzo Mezzo', Italian for 'half and half'.