[b]Vanilla:[/b]
1) We still don't know who the Exo Stranger is, who she is talking to, or what she is doing.
2) We know nothing about the Vex's origins, their motives, or their leaders (besides Atheon).
3) We don't know what the Darkness is (and neither does Bungie atm).
4) We don't know anything about the Traveler's true nature or origins.
[b]The Dark Below[/b]
1) Omnigul can undo her death, given the right conditions. We don't know what these conditions are, therefor it may be possible for other Hive to do the same. This means Crota and Oryx could potentially return as future adversaries.
[b]House of Wolves[/b]
1) SIVA being used to resurrect and improve notable Fallen foes means the same could be done for Skolas at some point. Combined with the Vex tech he used, he could be immensely powerful the next time we fight him (probably worthy of becoming a raid boss).
[b]The Taken King[/b]
1) Oryx's Ravenous Heart is now in the Touch of Malice, which will be seized when the Cabal kick us out of the Tower. He could still return.
2) We still have the Crystal containing a piece of Crota's soul. Maybe we could turn this into a weapon too? If we do, I hope it's a sword like the one Crota wields in Crota's End.
3) Eris Morn leaves the Tower between the conclusion of The Taken King and the Cabal Invasion. She's out there doing something, but it might be a while before we find out.
4) The Awoken Queen is MIA. Presumed dead in-universe, but we know she's alive somewhere. Personally, I hope she comes back in disguise, so we don't realise that it's her at first.
5) The Queen's Brother is off doing something with the Fallen, but we don't know what.
6) Taken are still an issue. Cabal from Red Legion are being Taken, this means they have a new leader with the power to Take. A bit too soon for Oryx's return, likely someone else.
[b]Rise of Iron[/b]
1) SIVA still exists, it's still a problem, and the Fallen may not be the last to abuse it.
2) Aksis wasn't the one in control after he Perfected himself. Someone else was pulling the strings, and besides Rasputin (highly unlikely) we have zero suspects.
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Have I missed any? Please let me know in the comments!
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If Bungie does some bull crap to bring back Oryx, I don't care how they make it happen, I will not play it. I killed that SOB myself in his throne world, he is absolutely dead. If they bring him back it means they are willing to reuse any enemy or game asset, and that is just pathetic