There seems to be a human hubris in regards to knowledge and reason, especially in Science and Religion where scientists defend their theories religiously.
There is no such thing as "a theory of everything" since everything is infinite the theory would be infinite. As for the title " A true theory of everything must explain itself" not so, what is "truth" and why does a theory need to explain itself?
There is a lot of "truth" waiting to be discovered and proven. Theories are as the name suggests not a truth, they are a theory. As such, they are only the individuals perceptual truth of the concept the individual is trying to explain.
We humans like to put titles on "everything" to contain what we "believe" is the meaning of the subject matter. So much so, that we end up with titles such as "The unified field theory" which is OK, because all it is referring to is the unification of four different physical models into one interactive concept or model.