There wasn't a single video of a datacenter or server racks instead there were videos of Craig receiving shipments of xeon phi cards (as in 1 or 2 not dozens or hundreds) and constructing a xeon phi based desktop computer. He also points to a box saying it's full of infiniband cards and xeon phi cards (doesn't open it).
In Craig Wright's supercomputing class, students are given access to a single node of the purported supercomputer. The only evidence of the supercomputer ever existing is on the green500 list.
If it was an improper investigation then fight it in court and release a public statement on the company's site like a normal company. Nuking your web presence and hiding in another continent is not exactly normal behavior.