The Scottish Tory linked to a secretive £425,000 Brexit campaign donation to the DUP has been challenged publicly to name the source of the money.
But speaking on his doorstep at his home in central Scotland, Richard Cook insisted both he and the DUP had not infringed any laws or broken any rules.
In February, the Belfast Telegraph revealed how the Constitutional Research Council (CRC), a group of pro-Union business people led by Mr Cook, had made the £425,622 donation to the DUP.
The money was used to fund pro-Brexit adverts in English national newspapers and other campaign activity during last year's European Referendum.
But questions remain about where the CRC obtained the money.
Last night, Channel 4 News tracked down Mr Cook - the first time he has been challenged on television.
When pressed repeatedly to disclose the identity of the donors he declined, saying: "I do not write the rules. I could disclose their identities but I won't do so to someone who has just turned up on my doorstep and is invading my family's privacy."
He added that he had disclosed the details of the donation to the Electoral Commission.
He declined to say whether DUP treasurer and MP Jeffrey Donaldson had negotiated the secret money with him, nor whether Mr Donaldson had taken the necessary steps to ensure the 'true identity' of the donors as the Electoral Commission rules stipulate.
He threatened to call the police before shutting the door.
Under Electoral Commission rules, political parties must record the "true source" of any donations they receive, to ensure they are legally permissible.
In a statement, the DUP said: "The DUP is well aware of its responsibilities and has complied with the regulations as set out by the Electoral Commission. If we had failed to comply, we would be subject to further investigation.
"The DUP has been open and transparent.
"The DUP has not kept 'secret' the source of the donation. In the interests of transparency we have provided information in the public domain which we were not legally obliged to provide. This information confirms all the details we were required by law to provide to the Electoral Commission about the source of the donation.
"There is no additional information provided to the Electoral Commission that we have failed to publish."
The latest development comes after Northern Ireland Secretary James Brokenshire announced an end to rules that allowed parties in Northern Ireland to keep donors secret - permitted due to concerns over terrorist reprisals.
However, despite the wishes of the Electoral Commission and Alliance Party, the rule change only concerned future donations and was not backdated to the start of the legislation in 2014.
That prompted criticism from the other parties in Northern Ireland that the Conservatives were shielding the DUP - whose 10 MPs are propping up Mrs May's minority Government - from public scrutiny over their political finances, an allegation the Tories denied.
However, it later emerged that the only party to support backdating the naming of donors was Alliance.