Whe can speculate about the Emperor origins for a long time. But in my opinion all theories are correct and also...wrong.
The Emperor born in Anatolia? Acording to the last HH book yes...he did. Some details of his childhood are revelad to Ra (one of his Custodians). After reading the book some people may pose the question (i discussed the book with some people and one awesome thing about 40k lore is that no one sees it the same way), is the Emperor good or bad?
The truth is, in my humble opinion, neither. Its one of those cases of "every coin has two faces".
For example,
Nurgle is the God of Decay,Pestilence and Diseases...but also rebirth and life
Khorne is the God of Slaughter,Carnage and War...but also honour and martial pride
Slaanesh is the God of Excess,Depravity andLust...but also love and perfection.
Tzeentch is the God of Intrigue and Sorcery...but also evolution and knowledge
Nothing can exist without its direct oposite...like balance.
If the Emperor is the representation of Order in the universe, in some theories the God of Order...could it be that he represents Chaos as the "other face of the coin"?
The Emperor ideal cannot please greeks and trojans, some people will always see him as the Saviour of Mankind some will see him as a Tyrant. Both views are accurate.
He conquered and exterminated billions who would not follow Him in his vision...but he also brough mankind together.
Let me leave you all with a question to ponder.
If you had the chance to live as the Emperor and see Mankind´s mistakes,atrocities and errors through the ages, wouldnt you have done the same as he did in order to guaratee Mankind´s future?