No answers from the local police officer, who has flagged down would-be Indian chiefs with wild looks in their eyes, speeding hell-for-leather across the Central Plateau, intent on reaching the ranch.
And no answers from the staff who maintain the 14-building town, which now allows paying guests to enjoy the courthouse, saloon, general store and whorehouse. (No whores though, bemoans one Raetihi local.)
Mellonsfolly Ranch is, quite simply, one of the weirdest, quirkiest monuments to wealth to be found anywhere in New Zealand.
In the courthouse, the Bible lies open at Psalm VII, 15: "He made a pit and he digged it, and is fallen into the ditch which he made." Almost two years after completion, Bedogni is still in the ditch, pouring money into Mellonsfolly Ranch without yet knowing why he built it. It's now up for sale, for about $8 million. It never did turn a profit - but then, Bedogni never expected it to.
We blew into town jest gone High Noon. The directions to Mellonsfolly Ranch are like those for Neverland. As a Raetihi local says, you reach it by travelling beyond Timbucktoo, into the Styx and on towards the middle of nowhere.
Strapping on six-shooters here seemed as natural as slugging back the jiggers of whiskey which slid down the bar in the Lucky Strike Saloon, as natural as the town, which is so solidly and cleanly built it seems as if it were there forever.
There is no reality at Mellonsfolly Ranch. In fact, this is key to understanding the building of the town from the beginning to its glorious end.
The concept was unreal, and the four-year-long construction process with up to 40 builders living on site during the week was equally unreal. Strutting down the main street, past hitching posts and Western-style wagons, gunleather riding your waist - that's unreal.
The more permanent refugees from reality are The Judge and Texas Rose, who checked in their names - Graeme and Joy Pointon - at the gate when they moved in to manage the town.
The couple owned 10 acres down the valley, spending weekends from Wanganui, where Judge worked as a legal executive and Tex as a council manager. They sold up, and had just bought a new house in Wanganui when Bedogni rang, offering them a job managing the ranch.
Neither had any experience in the tourism industry. "We never did our OE," says The Judge, explaining that he and Tex met when they were 18 and 16 respectively. This is their OE.
The Judge is the frontman - he greets visitors and breaks them in with a tour of the town, telling the legend of Charles Mellon, Bedognis' nom de guerre in the fantasy world of Mellonsfolly Ranch. The story goes that Mellon (the name was taken from Auckland's Mellons Bay, where the Bedognis have lived for years) struck gold in the town, working the mine until it collapsed. The town that grew up around the old mine remains. By the time he is finished, the magic of make-believe has begun.
In the Marshall's office, the Judge leans in, conspiratorially serious to ask: "Do you want to wear some gear? I never go anywhere without mine."
He pulls his jacket aside to show a revolver tucked into a shoulder holster.
The construction is immaculate, and the details intricate. Bedogni oversaw the entire process, insisting Mellonsfolly Ranch be built with only the best materials, in the most authentic fashion possible. He and wife Kenda, the former head of Chanel in New Zealand, travelled often in the Western states of the United States, and once the folly began, loaded up containers with memorabilia and antiques which add to the feel of the town.
"I didn't want plastic," says Bedogni, who took a third share of $350 million when Metropolitan Glass sold out to an Australian company last year.
The details are remarkable. Rust is spray-painted on to roofs to age the buildings, the flag outside the courthouse has 42 stars on it, reflecting the United States in its pre-1900 period. Old advertising flyers on yellowed parchment are in small frames on the wall, one beneath a light switch reading: "This room is equipped with the Edison Electric Light. Do not attempt to light with match. Simply turn key on wall by door".
The comforts are equally remarkable. All floors have inbuilt heating, the imported brass beds are sublime, a movie screen rolls down from behind the bench in the courthouse for movies or television.
In the Telegraph office, the switchboard disguises a plug for a satellite internet connection.
It's that kind of quality that lifts Mellonsfolly Ranch beyond the cheesiness of theme villages.
It can take in up to 21 guests, hosting couples overnight through to large birthday parties and corporate conferences.
A couple married here once, riding in for 10 hours on horseback to get hitched in the main street.
Judging by the guestbooks it's not too busy, with one large group a month for rooms that range from $200 to $250 a night, including three meals.
Tom Dickie of Taupo wrote in the guest register: "Bloody good stay. Won the shooting and the horse race.
"First man to be kicked out of the saloon."
Ron Mitchell, who stayed in the Buffalo Bill room: "I've lived out the fantasy that every young boy would want (on my 60th birthday!)."
The idea, once it got under way, was that guests see nothing that wasn't around in the 1880s, says Bedogni. Of course, he says, that's more Hollywood 1880s than the real thing - the saloon has polished floorboards and a macrocarpa bar, rather than sawdust underfoot and a rough-cut bench.
His initial idea, he says, was to build a log cabin retreat for family and friends on the 1000-acre block of land. Then, someone suggested another building and "let's make it Western".
"At that stage I was probably too far in to stop. We sort of got carried along with it but I was brave enough to keep it going."
The vision expanded with the decision to get a return on the investment by opening it up to paying guests.
"It turned from a good idea to a folly, to a grand folly." He's an intriguing character, is Bedogni, who paid $8 million for a wild west town, decorates his office at home with Napoleonic art, once entertained the building of a grand Moorish garden and has been a supporter of fan groups of the comic character the Phantom.
He's undoubtedly wealthy - but untouched by affectation, unless you view a penchant for building towns as such.
There is a sense that money liberated this creature of impulse - during what he calls his Napoleonic period there must have been family concerns they would awake to find the garden resculpted into a replica of Waterloo.
Bedogni watched Western TV shows as a boy, and still owns the pair of Gunsmoke pistols he was given as a child. Ask him why he built Mellonsfolly Ranch and he says: "Good question", then thinks about it for a bit. "Why does one do these things? If Kenda was here, what she'd say is: 'That's what he's like. He gets carried away'."
As to how much it cost, he says: "I've embarrassed myself", and why he built it in such a remote location and he grins: "It's one of the integral parts of the folly."
Bodgni leans forward, attempts to explain, but ends by simply saying: "We've been on a journey."
And: "I'm sure there were people who thought we were crazy. We probably were."
So who would buy it? "For a lot of people it would be the owning of it."
He's selling it for a number of reasons, but mainly to have a rest. He and Kenda want life a little simpler.
Bedogni sees three types of buyer. Someone wealthy, who wants a private block of land with comfortable accommodation and doesn't mind shedding a few hundred thousand dollars a year to keep it spick and span.
Possibly boutique tourism operators, he thinks, or finally one of those grand American hunters, who fancies 1000 acres that hasn't been hunted on for 10 years.
Bedogni hasn't made a return on his investment, and probably won't. As he says, "It's over-engineered, over-commissioned and over-complied with".
Mainly, it's bizarre. There are sheep hollering from paddocks across the valley and ponga ferns among the manuka. On the ridge opposite, a farm fence marks out the boundary between Bedogni's Neverland and the neighbouring farm station. For all that, it's a place where native Americans are Injuns, and where Brokeback Mountain's love still dare not speak its name.
It has "wanted" posters in the Marshall's office - Kid Currie is worth $18,000 dead or alive - and it's own whiskey label, bearing the face of Mellon/Bedogni.
With its boardwalk and campfire, its water tower and balconies around the cathouse, it's perfect for any cowboy fancying a quick getaway.
"It's something very, very different at the end of a windy road," says The Judge. "It was just a hole in the bush before it started."