High harmonic generation (HHG) is an extremely nonlinear effect generating coherent broadband radiation and pulse durations reaching attosecond timescales. Conventional models of HHG that treat the driving and emitted fields classically are usually very successful but inherently cannot capture the quantum-optical nature of the process. Although prior work considered quantum HHG, it remains unknown in what conditions the spectral and statistical properties of the radiation depart considerably from the known phenomenology of HHG. The discovery of such conditions could lead to novel sources of attosecond light having squeezing and entanglement. Here, we present a fully-quantum theory of extreme nonlinear optics, predicting quantum effects that alter both the spectrum and photon statistics of HHG, thus departing from all previous approaches. We predict the emission of shifted frequency combs and identify spectral features arising from the breakdown of the dipole approximation for the emission. Our results show that each frequency component of HHG can be bunched and squeezed and that each emitted photon is a superposition of all frequencies in the spectrum, i.e., each photon is a comb. Our general approach is applicable to a wide range of nonlinear optical processes, paving the way towards novel quantum phenomena in extreme nonlinear optics.