Terrific information, Mark. This is a really impressive record in five-setters (four wins over Menzel alone).
1931 French, R32, Du Plaix
In our lists above I count 18 wins and no losses in five-setters, between a loss in Davis Cup in '32 to Lyttleton-Rogers and his famous five-set loss to Budge in '37.
That's 5 wins in Davis Cup, 7 in the Slams and 6 in non-Slam tournaments (presuming that the Hamburg event in '32 was held in August, as it was in '33).
It would be astounding if his loss to Budge ended a streak of that length, but can we say he had no losses in that five-year period? Anyone have information on his five-set losses?