That brought the Vex to the sword realm, which is a different dimension than ours. And even if they weren’t in our timeline before that (alternate timelines are forms of alternate dimensions) then they would still most likely have encountered the Light at some point Also notice that the Vex are all around Harmony space, and are thought to have structures in every celestial body. There’s a pretty darn good chance they were in our plane of reality before the Crota incident

We don't actually know where they are from. The Books of Sorrow only say that Crota allowed them entry to the Throne World of Oryx, which isn't in our universe. It exists in a cyst universe attached to a place Toland calls the Overworld, the Sea of Screams where all the Thrones of the Hive exist. This may or may not be the home universe of the Darkness/Deep.