So, this has been a topic I’ve thought about a little bit. It’s a bunch of wild speculation but an interesting theory nonetheless.
We know the origins of every single enemy race except for the Vex.
The Hive came from Fundament and made a pact with the Worm Gods. The Taken were created by Oryx. The Fallen were a race previously uplifted by the Traveler seeking vengeance. The Cabal are an interstellar empire that, according to the Calus, currently have a planet called Torobatl acting as their capital/homeworld.
Then there’s the Vex. They’re just always there, and we sort of just accept that with all of their time and space -blam!-ery they always will be. But we don’t have a clue where they came from.
We know that Vex aren’t actually robots, but rather living radiolarian "mind fluid" inside of a mechanized chassis. But an inorganic body implies a maker, someone or something that built it for them. Sure, at this point we know that the Vex themselves usually build and construct their own bodies due to sheer amount of numbers and resources they have, but they had to start somewhere.
Alright, so radiolaria is a real thing. They’re protozoan microorganisms that have intricate mineral skeletons and inhabit the ocean. The radiolaria on our world isn’t milky white liquid nor is it well, alive and wanting to kill us. So I see that there’s two possibilities:
1. This weird alien radiolaria was somehow always intelligent, and on some planet far far away, this intelligent radiolaria managed to somehow create its own body to use with its mineral skeleton. (Boring and less likely)
2. Something uplifted this alien radiolaria, gave it its original bodies, and then after many many ages the Vex gradually constructed their own self-sustaining, time -blam!-ering horde we all know and love. (More likely and more interesting)
But who could possibly have done this?
I can wager a guess. In all fairness, there’s not much concrete evidence, but I find this most likely.
Why, it was the Darkness of course!
I know that sounds like a cop-out. But there’s some evidence out there to suggest this.
I don’t think the Vex are directly connected to the Darkness like the Hive is, but I think the Darkness played some role in their creation for whatever reason.
Now, on to the strands of iota that suggest this. Admittedly, there’s not a lot, but it’s the best guess I can give with info we currently have.
Firstly: the Vex are pretty obsessed with triangular geometry. The Pyramidion on Io, the Glass Throne from the VoG, the doors to the Infinite Forest, even the Precursor Vex models are covered in angular triangles. And what else is very triangular? You guessed it, those Darkness ships.
Secondly: the Darkness has always fascinated the Vex. They wanted to understand Oryx and the Taken, but Quria ended up attempting to worship the Darkness before it was Taken. And let’s not forget the Black Heart in the Black Garden that served as D1's final boss. Granted, they’ve always been interested in the Light as well, but they’ve never worshipped it like they have with the Darkness.
Anyways, that’s my rant-theory, thanks for reading. Do I think the Darkness is likely to be the Vex's creator, if they even have one? Not really, but it’s sure fun to speculate about.
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I always had a feeling that SIVA has something to do with the creation of the vex. Looking at someone like Asher Mir with the vex arm and Kabr from the first fireteam who went to the vault of glass actually drank from the oracles and the radiolarian fluid actually transformed him into a vex and morphed Ashers arm. Something like that seems like SIVA to me. Perhaps the Hive at some point did a ritual with SIVA that attached organic properties to it, gave it access to multiple dimensions and given the nature of SIVA eventually was able to evolve into what eventually became radiolarian fluid and at that point was able to make its own mechanical bodies. The first time chronologically the vex come into play is when Crota accidentally opens a portal and vex start invading our reality. So even given what we know The vex an hive seem to be connected somehow. To me SIVA seems to be the missing link.