From my (admittedly obsessive) reading the research threads about him, this is my conclusion about this particular aspect:
He had been told various things about who his parents were as a child, so he was pretty messed up by the time he was a young teenager. He was adopted by a well connected family in Indonesia and was being groomed to be President there. He very likely thought he was really part of that family. These were the Soebarkah family, there is at least one group family photo and Zero looks to be about 4 or 5. The only photo of Zero supposedly in Indonesia with SAD and “Lolo” is entirely photoshopped. When the political climate changed he was sent back to HI to live with “grandparents”. Perhaps he was told at that time that his father was the Kenyan. Claims of being Kenyan royalty at that time, before that claims of Indonesian royalty.
Then (this is just my conclusion mind you) he was told the truth about his parentage by FMD at some point - MX and the Lebanese woman. Then he got into drugs and very likely sexual perversion. He was such a big doper in high school and one of his best “friends” later died of being beaten with a hammer - and was a homosexual.
When he talked to you, he probably knew the “born in Kenya” thing was a lie but he used it anyway.
It looks to me that he was probably born in Canada and brought over to Seattle by SAD a few weeks later, doing her nanny job.
Zero is so broken that nothing can possibly fix him. A shell of a ruined human being.
There is One who can.