When I am searching for something particular I feed Google some relevant words and see what will surface. I did the same with your request and
THIS was one of the movies that
might be it. Check it out and if not try feeding a search engine.
I know the feeling. There's a film I tried to find for nearly 20 years.
Something crash lands in the Aussie outback and there's an alien living in a trailer or a diner. The alien guy dresses like a private eye from the 40s
or 50s.
I gave up a few years ago and your thread has resurrected the frustration. Thanks for that