The vex want to reach a state in the universe were they win in every possible end to everything. The darkness destroys everything it controls The fallen. Now pirate scum. The hive. Constantly in fear of their worm. If the vex will eventually lose they wouldnt bother to have their units existing and working on planets. Therefore, the vex have already won. They have seen the end of the universe and are essentially keeping the light in endless loop. Another thing is in prologue films' montage we see the vex being born in the depths of the ocean.If the vex are the darkness they would be born in darkness. Which powerful race first encountered the darkness in the deep? The hive. The hive brought the whirlwind to the fallen which turned them to the darkness. Also, in the ps exclusive hunter armour, it talks about the ahamkara dragons ( hive worm gods) living in the depths of oceans. So maybe some of these ahamkara were tainted with dark vex power and ebcountered the krill or proto hive, aurash and her sisters. Also the taken, born of the darkness, look a hella lot like the heart of the black garden and the gorgons. Another support is the vex are manipulating us because all threats have been or will be eliminated. Kabr was using vex technology so he was seen as a threat. Praedyth was a warlock that could be used as bait when oryx tried to control the vex, but for some unknown reason the weak hunter known as pahanin survived, was it sheer luck? Or did the vex just see pahanin as irrelevant as our guardian.

Very well said

I'd say it means "No gods" not as a "I don't believe in gods" and more of "There is nothing that can surpass my power" kind of thing. The Vex control time, and span among all the realities possible. They can alter timelines at will and seek to become synonimous with Existence itself, a single constant above everything elde. That's enough to consider yourself above Gods, I'd say.