lol, you sound like this is suppose to be some sort of fucking spectacular revelation. Its been alluded to, hinted and and nigh blatantly 'said' multiple times now that the xel naga are the combination of zerg and protoss.
Apparently there are some lore books about it where they explain it thoroughly.
xelnaga mutated/influenced the evolution of two species that became the zerg and protoss, one to imitate the 'essence' and one to imitate the 'form' of the xelnaga. (zerg and protoss respectively), but some shit went down and the zerg turned on the xelnaga, they became feral and out of control, mutated too quickly and killed all the xel naga before their plan was complete (the plan was that the zerg and protoss were eventually suppose to evolve together and naturally create a new race of xelnaga, plus some shit about the xelnaga doing this cycle since forever)
^SPOILERBITCH!^