You may or may not have seen this in one of my comments, but I have come to see what the lore community thinks. I believe that the vex are not from any reality or concept that we can comprehend. As we know there are Infinite universes each with infinite realities. But what if the vex are from the space between them, so they in essence don't exist. Imagine each universe/reality is a room, instead of being confined in the room the vex are in a doorway. That is how they draw power from nothing (let's just call it the doorway); they control all concepts of physics and time in between these realities, and try to push their power into our world. The Vault of Glass is like a little bubble of the "doorway" and that's why they are like gods in there. Now Crota, acting stupid accidentally rips a hole into the "doorway" instead of to another place in our reality. The vex not knowing our concepts of time, space, and physics, start to learn. They see the darkness first and believe it is the most powerful. And we all know the rest. Please tell me what you think, or if you have questions!