As far as I know that's correct, nobody knows who Bansky actually is.
... Is what I was going to say.
What astoundingly serendipitous timing.
https://www.reuters.com/investigates/special-report/global-art-banksy/
TL:DR
First posted on the 13th, picked up by other media roughly 6 hours ago, Reuters released a special investigative report, and they believe Bansky is:
... are you sure? ...
Robert Del Naja, the frontman of Massive Attack.