Aside from the improbability of his story, what other evidence is there that gatsby is lying when he tells nick about his background?

Aside from the improbability of his story, the other evidence that Gatsby is lying when he tells Nick about his background is the way Gatsby acts about it when it is brought up.
He obviously doesn't want to talk about his past a lot, and it seems that he is hiding something. This is why Nick doesn't completely believe what Gatsby has to say because there is a lot of dissonance between his story and his actual behavior about it.

Dude i have no idea what that is?