I always thought that the vex used time travel and were inside every planet. Then when Crota opened that rift it just cut into their time travel streams

Ah, my old tinfoil theory

Time travel creates multiple universes already, them jumping around from one reality to another

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I always thought they were beings who were from very far into the future then timed traveled way back in the past which is why their species aren't know and why they have structures built on the planets near us

I feel like the Vex were added to the game to indulge a writer's insane philosophy questions. They're complex and intricate, starting with their goal. We hear Praedyth talk about how there's only the pattern, and making things fit in the paradox mission, so we know they're united in a goal. There's even a reference supporting this in a bounty, where Cayde-6 mentions that every vex unit is created for a specific purpose, like a line of code. We get into even weirder, harder to explain territory when we look into the weapons in the Vault of Glass. Gorgons, the Oracles, and the Templar have Ontological weapons - weapons that can shape reality to their will. When the oracle marks you, or the gorgon sees you, they're literally deleting your entire existence from reality. This is hard to imagine - but you can imagine it happened to praedyth. No one had ever heard of him until his weapons surfaced. How's that possible? He was a prominent member of Kabr's fireteam, and the Future War Cult. The biggest, weirdest thing you can think about with the vex is how they have the ability to create near-perfect simulations. Millions, in real time. They simulate millions of outcomes to every possible situation, trying to test and see and predict their enemies. This is what happened to the people who captured and tested on a vex at campus nine, ishtar collective. They couldn't determine if they were a simulation or not. They knew what the vex was doing, and possibly even how to stop it - but they didn't know if doing that would just give the Vex a way to get out of their control. Deep stuff. If you go into the grimoire, I'm sure you can find this in a lot more detail.

We do not know a lot on vex yet, we mostly have focused on hive. We do not specifically know where they came from, or how they are here. Crota did use his sword logic to tear a hole into their dimension, but that was most likely in a throne world with Oryx, which is separate from our realm. The vex might not have come from our dimension, of a separate one. For all we know they were always here but were not discovered immediately on Mars or venus. Nowhere is it said they came from our dimension or a different one, just that crota accidentally found them. The garden was most likely created by the "dark heart", which may be a worm, since Quria, Blade Transform took worms for experimentation. It learned it gave power to worshippers, so the Sol Progeny were created to worship, which is what you see in the mission "the black garden". It is known worms have power to create a sort of dimension of their own, but a bit of a stretch in my opinion to say it's an anchor between anything.

People must not understand what "Sol Progeny" means.

The vex exist to aid the vision and bring about the chasm. They are literally the architects of that final shape. Not everything makes sense yet but we already know they exist in multiple dimensions so it is a possibility.

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