Watch them if your interested in his heritage, he talks to his Dad loads and also about his Mum who died when he was only 6 so he doesn't remember her. I don't think its any mystery he is a performer and writes various things to meet his shows needs, some true and some fiction I am sure...
Why did he make two one hour documentaries for the BBC called Meet the Izzards then - one from his mothers line and one from his fathers and talked with his Dad and about his family!
Perhaps he is trying to hide it by talking about it - cleaver