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evidence that somebody is who they say that they are (OALD)

It seems like the bold structure is a fused relative; ‘that they are’ is the content clause of ‘say’; there is a gap after ‘you are.’ Then what are co-indexed? I would think ‘who’ being able to be interpreted ‘the person who,’ ‘who’ in which is co-indexed with the gap after ‘they are.’ How do I have to understand the structure?

evidence that somebody is [ the person who (i) [ they say [that they are __ (i) ] ] ].

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    Perhaps also consider subordinate interrogative clauses (compare to [21.i] on page 977 in 2002 CGEL). Remember that, in today's standard English, "who" as a fused relative word is usually used as an alternate for the "whoever" form in the free choice constructions (page 1076 bottom); and that otherwise, when "who" is used as a fused relative, it is usually only found in archaisms (e.g. "Who steals my purse steals trash" -- Shakespeare's Othello). – F.E. Sep 17 '14 at 6:27
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    The idiom does not use "that", BTW. Are you really who you say you are? Is he who he says he is? – Tᴚoɯɐuo Sep 17 '14 at 11:19
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    @F.E. Thanks to you I've read on 'interrogative content clause.' So 'who' is a fronted interrogative; the bold part in the example above is a specifying PC. And we could say that the interrogate and the gap has unbounded dependency. – Listenever Sep 17 '14 at 13:01
  • @TimRomano Note that the OP copied that excerpt from Oxford Learner's Dictionaries. And since the expression means what the individual words themselves mean, the expression probably wouldn't be considered an idiom. – F.E. Sep 17 '14 at 21:06
  • @F.E. I do not understand your comment: "The expression means what the individual words themselves mean". What I'm saying is that native speakers of American English would not say "...who they say that they are" but "...who they say they are", and I've never heard a native British speaker in everyday speech say it that way either. It strikes me as "hypercorrect". Write a sentence asking me if I'm who I say I am: Are you who you say you are? is idiomatic, Are you who you say that you are? is not. – Tᴚoɯɐuo Sep 17 '14 at 22:01
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If you phrase a statement as "Bob says he's a licensed masseuse" as opposed to simply saying "Bob is a licensed masseuse", you are implicitly calling the fact into question... or at least distancing yourself from repeating his claim as fact. You are reporting what Bob said; and because you feel the need to point out that you are merely a reporter, it carries a tone of doubt. You do not feel comfortable stating anything as fact of what he "is" or what he "is not"...only repeating what he said.

Following that, this "being who you say you are" may be more clear if phrased as:

I need proof that you are who you claim to be.

But that is in usage equivalent to:

I need proof that you are who you say you are.

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