If you collected all of the Calcified Fragments you were given the complete Book of Sorrows in your grimoire which tells the story of the Hive and how they came to be the half dead menace that they are now. Three sisters, the daughters of the senile Osmium King, fled from the murderous Taox (their former teacher) who thought the girls unfit to inherit the throne. Taox sought to become Queen Regent and had the king murdered by another nation of Proto Hive called the Helium Drinkers. The daughters fled and eventually made their way to the depths of their planet where they made contact with the worm gods and bargained for eternal life at the cost of their true freedom. They each respectfully became the three main gods of the Hive. Aurash > Auryx > Oryx Sathona > Savathun Xi Ro > Xivu Arath

And if oryx has eternal life then we didn't kill him in the raid

Wait oryx is a girl?

Lol you have a lot of the same questions that others all had before reading the Book of Sorrows. The Hive are an insectoid race so changing gender isn't as major to them as it is for us as humans. Likely they are all born female and take a morph or use some other means to become male or switch back. In the BoS Aurash took the king morph, Sathona the mother morph, and Xi Ro the Knight morph. Yes he is truly dead. Ascendant Hive cannot be killed in the material realm but they can die in their throne world/sword space/ascendant realm. When Oryx died for the first time (murdered by Savathun for weakness) his soul traveled to his throne world where he learned that he has absolute power. Oryx pushed his throne world into the Dreadnought after it, the throne world, was invaded by Vex thanks to Crota cutting open a portal to let then in after being tricked by Savathun. Since Oryx's throne world and his Dreadnought were one killing him inside would in theory mean his end. He used the power of the darkness however to Take himself which is what we saw haopen at the end of the Regicide mission. Thats why we needed to go through the portal in Kings Fall in his hos court to reach him deeo in his throne space.