Mark Millar on Kingsman, independence and why Scotland doesn't need a film studio

"Actually it is, but not from the place in the film, that's too expensive. This is from Scotland." But he cannot remember the name of the tailor. A hunt is launched for a label but there is nothing traceable. That is the deal with bespoke suits - they whisper money, they never shout.

As for the man wearing this particular whistle, he likes to gab. Though fighting a cold, the 45-year-old creator of Wanted and Kick-Ass is going to have his say on everything from the independence referendum to how he nearly turned down an MBE; what it is like being a new dad again; how living in a household of women has changed his life and work; and why Scotland's film industry needs Dragons' Den more than it needs a dedicated studio. Every secret agent needs a weapon, and Millar's is enthusiasm. He is the James Bond of bounciness, the Jason Bourne of eagerness, a genuinely smiley George Smiley.

Kingsman: The Secret Service is directed by Matthew Vaughn. The hero is Eggsy, played by newcomer Taron Egerton. Taken under the wing of Harry Hart (Colin Firth), a member of the spy organisation Kingsman, Eggsy learns how to become a gentleman and a killer. The tale is told in the cheeky, action-packed style that worked so well in Wanted - $341 million gross worldwide - and the two Kick-Ass movies, which brought in $157 million combined.

Millar created The Secret Service to put the fun back into the spy genre. He adored spy movies as a child, so much so that after seeing The Spy Who Loved Me he took to going to school wearing a toy gun under his blazer. "I wanted to be James Bond as a kid the same way I wanted to be Batman," he says when we meet in London. "But I can't imagine a kid going to see a Bond movie now and wanting to be that guy because it looks so bleak, doesn't it? He's crying in the shower after he's killed somebody."

Eggsy is an outsider, a working class teenager whose character has been forged in adversity rather than on the playing fields of Eton. Though Millar himself lost his parents at a young age, dropped out of university, and had to graft long and hard to get his break, he rejects any comparison. He came from a big, loving family, five boys and a girl. He was the baby. If his chutzpah now is any guide, he was clearly adored.

"Everybody I knew growing up was very aspirational," he says. Today, says Millar, the way the working class is portrayed by the media has changed - for the worse. "Maybe as benefits have been cut and the working class have been demonised they've been shown to be non-aspirational, which is not my experience of it. Most people I know want to have a better life for themselves and their children."

Millar might be said to have become something of a gentleman himself with his MBE, awarded in 2013. He laughs.

"That was actually a difficult decision. I've got no anger against the monarchy but I disagree with it in principle, I just think 'This is mental'." Yet he did accept in the end because his partner Lucy, with whom he has two daughters, aged three and ten months, fancied a look round Buckingham Palace. (Millar's other daughter, 16, is from his first marriage.) After not replying one year, Millar said yes the next. "It was one of those things, principle or love, and I ended up choosing love."

A less fun experience for Millar was the independence referendum. The Yes camp understandably had him down as one of them after he wrote that he had been "torn" about independence for a long time but what had finally swayed him was "the blank piece of paper it offers us as a nation". There is also a video of him on YouTube backing the SNP Government and calling former First Minister Alex Salmond "an amazing politician". Those comments were made in 2011 and 2012. In the run up to the 2014 vote itself, Millar was strangely silent. He now reveals why.

"Originally I was Yes and then about six months before I started having doubts, and then I just went silent on it because I saw the country going mad. People who I love were falling out with each other."

He pauses as someone brings in tea. "Would you like a wee cup of tea?" he asks. In 25 years in this game it is the first time any interviewee has offered, but I'm too keen to get back to the referendum to take him up on it. He continues.

"It went in an unexpected turn where there was an air of aggression in town. My two youngest daughters are half-English. I just suddenly started to get a weird vibe that I wasn't liking. It didn't feel like the Scotland I knew, which I've always seen as very inclusive. So I just went silent. I did vote one way and I said I'm not even going to say what it is because I think the place is so mental right now, it's like dropping a match on to methane."

He was amazed at how quickly the mood changed on both sides. "You suddenly realise how Balkanisation can happen, or a Northern Ireland situation can happen. It's so easy to get people to be divided in a way that I could never have anticipated because I've always seen Scotland as very friendly, it's my home." The vow of silence will continue to the general election in May. As for another referendum, he believes "these things should be once in a generation".

Home is indeed Glasgow. He goes to America once a year for meetings. Everything else is done by phone or on Skype. As far as Millar is concerned, he has already made a journey of a lifetime going from Coatbridge to Glasgow. His sister agreed.

"My sister was crying when I left Coatbridge. She said you're moving to Glasgow, we're never going to see you." They see him often though, with their last get-together a family and friends screening of Kingsman at Cineworld in Glasgow. "We had 175 people - my cousins, my brothers, their wives, all my old school pals. It was like my Christmas card list."

Being a new dad again is "knackering, absolutely knackering" but he loves it. "We're getting tag teamed by the kids where somebody's going to sleep about midnight, then somebody's up at 2, maybe a half three feed, then five o'clock that's it, everybody is up." When he comes to London he will usually end the night at Ronnie Scott's with pals. Not this time. He was in bed by 10. "Fantastic."

Though graphic novels are increasingly popular among women, the world remains largely the domain of the fanboy. Millar's domestic domain, in contrast, is heavily female ("Barbieland" he calls it). It has had an impact. "I've noticed that very subtly in my work all the lead characters are becoming women. It wasn't a plan."

The violence in some graphic novels, and the films based on them, can be hardcore. The first Kick-Ass, with its young, cursing heroine, generated controversy, as did the follow-up, with one of its stars, Jim Carrey, pulling out of publicising the film after a school shooting in America. There is no link in Millar's mind, however, between fictional violence and the real stuff. "If you go to Glasgow city centre or Manchester or Liverpool or London or whatever and there is a fight on a Saturday night it is not comic book fans who are fighting. It's just horrible people. I find it's the opposite, that the people who go and see these movies and the people who read these books are generally kind of lovely."

After stints at 2000AD and DC Comics, and 10 years at Marvel Comics, Millar left to go it alone. His plan is to build 25 franchises, creations that would be his own intellectual property to sell. So far, he has three movie franchises: Wanted, Kick-Ass and now Kingsman, and ten in publishing. Having had success in movies, he is ideally placed to speak about whether Scotland needs its own film studio. Creative Scotland has backed the concept, while the Scottish Government is still pondering the notion.

"I don't really see the massive urgency for it. There are other factors that need to be addressed first. We need to ask ourselves why so few Scottish movies are made that people go and see." To give filmmakers public money to make something is a terrible idea, he says. "Hollywood is entirely privately financed. I don't believe in privatisation of the NHS, or for a lot of other things, the railways, whatever, but in film it works perfectly because the audience dictates what people go to see."

He would like to see a sort of Dragons' Den affair which would bring financiers and filmmakers together, with investment based on the assumption there will be a return. "It should never be a donation because it's an incredible business that makes a huge amount of cash if it's done properly."

Millar was 14 when his mum died; 18 when his dad followed. Young as he was, there was no chance, he believes, that this double blow could have sent him off the rails. "When I was seven I was into Sherlock Holmes, superheroes, Star Trek, so I was never going to be a ned. By that point my personality had formed, so by the time I lost my parents I sort of knew the person I really was and what my plan was. My parents, although they had never been to university, recognised the value of education and working hard." When his father, a labourer, came home his mum would go out to clean offices.

His self-confidence is remarkable. Was it a case of fake it till you make it, or was he always this way? "I never anticipated it going wrong, that's the thing. Occasionally things do go wrong but that's just the way life goes, isn't it? I've been very lucky, I've had a lot of good things happen but at the same time I've had books that have been cancelled and things that have under performed but you learn from it."

His mantra has always been work hard and things will be OK. He certainly does that, but perhaps that titanium confidence does hail in part from the loss of his parents early on. If life throws something like that at you, what is there to lose from taking a chance, from leaping off a tall building with the hope that you will fly?

His two older daughters are keen to follow their father into films and comics. "My three year old is at the stage where she wants to be Superman, she has no interest in being Supergirl." Her outfit for trips into town is a caped costume and wellies and her imagination is already running riot, says Millar. "She utterly believes all this. So I don't know at what point we try and calm this down."

As Millar should know, it does a body no harm to find something they love early on and stick with it. Futures, like suits, work best when bespoke.

Kingsman: The Secret Service (15) opens on Friday.