David Icke hardly qualifies as a "historian."
Russell wrote an open letter to one of the Rothchilds. They did not fund him. He didn't bother to reply. Would you have? The letter can be found in The Watch Tower reprints or by a search of any of the digitalized Watch Tower libraries put out by Bible Students.
Financial reports exist for the early 1880s and are found in the early issues of Zion's Watch Tower. Funding came from the Russells, Conley, the Smiths, A. D. Jones and some small donors. In the mid 1880s the tract society accounts were in arrears. Russell and his father sold property in Florida (1884-1885) to help pay the account current.
It is wrong to say that Conley provided all the money. A photo of the original contribution amounts from the 1881 document is on the towerhistory blog, an invitation only blog run by two historians (one a Witness) with academic credentials and ethics that Icke lacks. It shows initial contributions of $7000 from C. T. Russell, 2000 from A. D. Jones, 4000 from Conley, and 1000 from J. L. Russell. No amount is shown from the Smiths because J. F. Smith, one of the first dirctors of the PA corporation, did not become active until 1883. He was a well-known "merchant tailor." He remained in association with Russell until 1892.