" As for the language, surely it is related to something. Even Gypsy (or Rom) is related to Sanscrit."
Not even Indo-european...
Try this page, and the home page of the site for further information on the Basque, language, history, etc.. The FAQ page will answer most if not all of your questions..
http://www.cogs.susx.ac.uk/users/larryt/basque.prehistory.html Nope, it isn't related to anything..
Evidently, the Basque were there before just about everyone else.. (Yes, basically, the Pyranees.)
Amazing. This must drive the linguists crazy. All those Z's and hard K's--