Arizona Wilder was debunked as disinfo to my understanding. A British writer Ivan Fraser who worked with Icke claims that he expressed misgivings about Wilder to Icke's wife who replied that even David had suspicions about AW.
http://www.thetruthseeker.co.uk/article.asp?ID=54
I myself find it hard to believe that shape shifting exists the way Icke describes it. I wouldn't discount the prospect of trans dimensional entities taking possession of people though
.. particularly people who indulge in rituals to summon them. Maybe ETs and Aliens have been lumped together in these accounts. It's possible there are incidents when these worlds collide and Icke has somehow misconstrued his information and/or has been lied to.