[He's actually relieved that Izuku is so chatty. It makes it easier for Shouto not to have to make up things.

But that's... true. He actually is from the neighboring kingdom, but saying that will definitely give his game away.]

Not really. I got robbed by bandits recently. While I was asleep. I only woke up when they were trying to take the stuff that was strapped to me.

[That sounds believable enough, doesn't it? It explains why he's carrying so little and why he has his sword and coin pouch.]