"I wasn't aware that Track Records were interested in the Bonzos"

This quote by Neil Innes is likely describing the British rock band, The Bonzo Dog Doo-Dah Band, of which Innes was a member. The quote suggests that Innes was stunned to find out that Track Records, a British document tag, wanted authorizing the band. This can be interpreted as Innes being shocked that a significant record label wanted the band, as The Bonzo Dog Doo-Dah Band was recognized for their eccentric and commonly amusing style of songs. It might additionally be taken Innes being shocked that Track Records wanted the band, as they had actually not had much success in the past. All the same, the quote suggests that Innes was pleasantly shocked to find out that Track Records had an interest in authorizing The Bonzo Dog Doo-Dah Band.