While Marie Losier's provocative and intimate new documentary The Ballad of Genesis and Lady Jaye, observing her title characters' bid to become a single "pan-individual," stands on its own as a singular piece of filmmaking, it helps to know the back story of its surviving subject, Genesis P-Orridge. Born Neil Andrew Megson in a 1950 Great Britain still suffering the privations of wartime rationing, this son of a traveling salesman would recall for an adult biographer (Simon Ford, Wreckers of Civilization) memories of his mom guiding him to school through a lush forest, memories that he would later revise to hint at life's cruelties.

"Epping Forest was still untouched. Rabbits, squirrels and deer were always around. There were pools, frog ponds, deep shadows. It was a magical place, and a favorite haunt, I learned later, for rapes, flashing and the dumping off of corpses."

This perception of a fundamental dichotomy in the natural order of things, a world rife with injustice where a rebel could be punished, would be confirmed at Andrew's private prep school, four years of "torture and bullying." Young Andrew became an anti-Christian rebel at school, a lad destined to join a commune of pranksters later cited for soft-core porn collages that included portraits of the Queen. Megson's rebels were convicted of indecent conduct towards Her Majesty and branded "wreckers of civilization" by a vexed Scottish MP.

After making his mark with avant-garde bands Throbbing Gristle and Psychic TV, and adopting the moniker Genesis P-Orridge, Megson would embark on life as a transgender rebel, meeting his soulmate while sleeping in the basement of a dominatrix. Genesis employs the royal "we" as part of his bargain with Lady Jaye.

"We'd slept in the dungeon overnight, and when we woke up, we saw a light go on in a doorway, and this beautiful, tall blonde woman walked across the doorway. She was dressed in a 60s outfit, with a Brian Jones haircut, a cigarette in her hand – and gradually she got undressed and started to put on this fetish outfit. We were riveted. 'Who is that!' And then strangely I found myself saying out loud, 'If I could be with that woman, that's all I want for the rest of my life.' We went out that night, and we were together from then on." The relationship would last until Lady Jaye's untimely death in 2007 of stomach cancer, a moment that comes off abruptly in the film, as sadly it did in life.

Director Marie Losier is a tiny woman, attired in bold black with white polka dots, with a voice so soft I crank my monitor volume to the max to hear our chat, an account of the seven years she spent with a delightful odd couple who became her dear friends. Losier found her film quite by accident at Manhattan's Knitting Factory.

"Gen reading poetry was really impressive to me, and the next day I went to an art opening in SoHo and stepped on the foot of someone who happened to be Genesis."

Losier's 70 minutes at home with this pan-gender pair captures an intensity of feeling that could be off-putting to outsiders but somehow isn't. Since the movie glides over large chunks of Genesis' prior careers, our Hotel Prescott chat fills gaps dating back to Britain in the 1960s.

David Lamble: How did you find Marie?

Genesis P-Orridge: Lady Jaye had an intuition for these things. "We need to find someone now we've committed ourselves into not just dressing the same, doing makeup the same, but going into surgery as well. We really need to film, and we need someone who follows us everywhere."

What do you see in the movie?

Marie saw something that no other filmmaker would have seen, she went deeper. Instead of oddness, she captured the fact that everything was built on our being in love.

Your prep school days come off like Malcolm McDowell's schoolboy rebel in Lindsay Anderson's If.

At a gay film night at IFC New York, I picked If. It would be interesting to do a survey and see how many extreme artists suffered from humiliation, bullying and violence when young. You're meant to become the leaders of Britain, hold on to our traditions and continue to invade other countries, steal their resources, leave them poverty-stricken and in chaos, and be proud to be British! That's where we learned who the enemy was, that was my breeding ground for being an anarchic-liberalist.

Your introduction to rock?

My dad was a drummer, got my love of harmonies at school, and of course we were in Manchester, 15 miles from Liverpool, so the Mindbenders played at the dances, the Beatles were on the local bill. My dad would take me to Duke Ellington, Count Basie, Monk.

Your first band?

Early Worm in 1967. We recorded in my parents' attic. That record was just released a year and a half ago, and it sold out in two weeks. We later played Hull, and for some reason the Hell's Angels decided they liked us, and they would go nuts. The energy of what we were doing at full volume just thrilled them. They became our roadies and protectors, our house their chapter house. The president of the Hull Angels gave me his bike as a thank you for letting them use the house. But we didn't believe he really wanted to give it to me, so we said he could borrow it whenever he wanted. It was a bit too scary. My favorite memory of the Angels was a guy on a chopper with a huge Nazi helmet delivering food for my dog. It was a strange, surreal time.