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2. He has no shoes:

To explain why I need to quote from Popol Vuh:

"They walked in crowds when they arrived at Tulan, and there was no fire. Only those with Tohil had it: this was the tribe whose god was first to generate fire. How it was generated is not clear. Their fire was already burning when Jaguar Quitze and Jaguar Night first saw it: 'Alas! Fire has not yet become ours. We'll die from the cold', they said. And then Tohil spoke: 'Do not grieve. You will have your own even when the fire you're talking about has been lost', Tohil told them.

'Aren't you a true god! Our sustenance and our support! Our god!' they said when they gave thanks for what Tohil had said. 'Very well, in truth, I am your god: so be it. I am your lord: so be it,' the penitents and sacrificers were told by Tohil. And this was the warming of the tribes. They were pleased by their fire.

After that a great downpour began, which cut short the fire of the tribes. And hail fell thickly on all the tribes, and their fires were put out by the hail. Their fires didn't start up again. So then Jaguar Quitze and Jaguar Night asked for their fire again: 'Tohil, we'll be finished off by the cold', they told Tohil. 'Well, do not grive', said Tohil. Then he started a fire. He pivoted inside his sandal."

Fire is created by friction between the leg of Tohil and his sandal:

The power of the one-legged 'hurricane' swirls around and the result is fire. The 'sandal' is here represented by the hand of the ruler. Yet we know where the real 'sandal' is, viz. at the horizon in the west, where chikin, 'the biting of the sun' is located:

In Cinderella she lost her shoe but it fitted perfectly to the endeavours of the Prince - such was probably the original story, at first covered up not to be understood by the children, later not understood by anybody.

Thus, when the Mad Hatter has no shoes it means he does not possess any 'fire', he is in the dark.