It is satirizing documentaries themselves in how they are never truly objective, the documenter will always have biases and agendas so the documentary will never be objective. The character Nathan is playing is Nathan Fielder, the documentarian. The character is personifying what I previously said, his character is getting caught up in the bullshit of Holmes. It’s not billed as a mockumentary because it’s Nathan Fielder, his whole career is messing with people. I haven’t even seen it billed as any other genre than “Husband”. The movie is a comedy. There is plenty of information out there on it so maybe you just need to use a search engine better.