As we finish King's Fall, we watch what's left of Oryx; possibly the most powerful Hive God ever; being consumed by his worm as he drifts gently through space towards Saturn. Defeated. But something still lurks... Something more sinister than any Hive God.
When Oryx grew to godhood, he was given the larvae of the Worm Gods, being promised that they'll grant their race unimaginable power, to save themselves from extinction. But with the growth of power came the growth of the larvae, and it's hunger. A hunger so powerful that Oryx finally fell, defeated by his own logic.
As Oryx's decaying husk breaks Saturn's orbit, it is sucked into the hot core of the gas giant, a place where nothing could survive...But a Worm God
(explanation below)
[spoiler]It makes sense that the Worm Gods Knew that a desperate race could grow to great power with their larvae, and the larvae would grow to create very powerful Worm Gods, and one may have grown from Oryx. If my theory is correct, there is a newly born Worm God lurking in Saturn's core, much like the Worm Gods on Fundament (a gas giant that is the Hive's home world). After we deal with the Cabal attack, this may very much become a large issue to us [/spoiler]
For those who would like to learn more about Worm Gods, check out this video by @SirWallen
https://youtu.be/wE8qTDpH1dY
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As far as I know, we don't know where or what the Hive home world is or is at yet