There are several Leviathans mentioned in lore. First, there’s the ship. (Not actually first but well start here.). In one of the pair cards it shows a large creature, presumably a leviathan, on a cabal planet with Cabal looking at it either eating a city or falling from the sky and sliding across the planet. It could have then been weaponized to the ship we have now. Secondly, there’s the Nine. Descendants of Leviathans from planets like Titan, literally mentioned. Xur is their agent and the actual Nine could be actual Leviathan minds projecting this emissary to us. Still a lot to find out. Lastly, the most interesting, is the Leviathan that Oryx and his sisters encountered while fleeing the Helium Drinkers. The Leviathan, described as a student to the Traveller, warns them not to delve deeper into The Deep and warns them about the Worm Gods. After gaining power from the Worms, the three sisters attack this Leviathan that was deep in the seas of their home world. I don’t believe it actually referenced an ocean but it was protecting The Deep and was attacked. It could have died or could have been killed in space while Oryx and his sisters were aboard “The Needle (?)”. Could have crashed into the Cabal planet. The Leviathans are like the old Illuminati, they want what’s best and fight for the light. So they reward us to help fight the darkness. His explains Xur and now explains why this Emissary gifts us weapons for our abilities.