In the Campaign (Not including KingsFall) we wounded Oryx. As a last ditch Effort (he wouldn't make it that easy) he merged the Taken Power within himself and Took himself.
Oryx's Dreadnought from the BoS(Books of Sorrow) to make Sure his Throne World was Safe(after Crota) he turned his Throne World inside out, and back again multiple times. So as we move through the Dreadnought, it's Size is different on the outside then the Inside. That's because we are moving in and out of 2 Different Dimensions.
Now, for the Raid, to get to his Throne room we need to go through the Portal as we're unable due to Oryx locking it. Oryx does have points in the Dreadnought not all Hive can access, like his Throne. Only Ascendant Hive get the that Privilege.
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Nope, Oryx has never been acknowledged as having Taken himself in the story or lore. The only confirmation of this came from an environmental designer who also said things like ‘This is actually Oryx inverting his Throne World’ when that happened millennia ago. He also claimed the Books of Sorrow explain that Oryx Took himself.
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[quote]The first statement makes no sense if you admit his Throne World is not the entire Dreadnought. There’s no reason for Oryx to Take himself when it’s only his physical body at risk.[/quote] It looked cool. That's how Bungie designs half the content.