Last September, when Harry Markopolos was mostly enjoying the tour of screenings for the documentary about his Madoff-busting crusade, he got a coveted phone call. And it wasn’t from a film critic. It was Mary Schapiro, the head of the Securities and Exchange Commission, calling to congratulate him. “I thought I was going to get a tongue-lashing,’’ Markopolos said in an interview. Instead, “She was effusive. She said thank you.’’