Im going to answer to the fact that why the Vex still exist after the fall of Atheon and also The Black Gardens destruction. What if Atheon did what Skolas did? He was pulling the Fallen through time. So what if atheon did the same which would be that he was pulling the Vex through time from an earlier Time before the Black Garden Heart was Destroyed. And Maybe even the Vex were teleporting to that point in time of the Past Vex or the Precursors I think thats the name. They were warned of the message and also went into the Future with the Present Vex to aid in Low Vex Troop amounts.