An identifying code $C$ of a graph $G$ is a dominating set of $G$ such that any two distinct vertices of $G$ have distinct closed neighbourhoods within $C$. The smallest size of an identifying code of $G$ is denoted $\gamma^{\text{ID}}(G)$. When every vertex of $G$ also has a neighbour in $C$, it is said to be a total dominating identifying code of $G$, and the smallest size of a total dominating identifying code of $G$ is denoted by $\gamma_t^{\text{ID}}(G)$. Extending similar characterizations for identifying codes from the literature, we characterize those graphs $G$ of order $n$ with $\gamma_t^{\text{ID}}(G)=n$ (the only such connected graph is $P_3$) and $\gamma_t^{\text{ID}}(G)=n-1$ (such graphs either satisfy $\gamma^{\text{ID}}(G)=n-1$ or are built from certain such graphs by adding a set of universal vertices, to each of which a private leaf is attached). Then, using bounds from the literature, we remark that any (open and closed) twin-free tree of order $n$ has a total dominating identifying code of size at most $\frac{3n}{4}$. This bound is tight, and we characterize the trees reaching it. Moreover, by a new proof, we show that this upper bound actually holds for the larger class of all twin-free graphs of girth at least 5. The cycle $C_8$ also attains the upper bound. We also provide a generalized bound for all graphs of girth at least 5 (possibly with twins). Finally, we relate $\gamma_t^{\text{ID}}(G)$ to the similar parameter $\gamma^{\text{ID}}(G)$ as well as to the location-domination number of $G$ and its variants, providing bounds that are either tight or almost tight.