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Well, we have not gotten their real origin story, but if you are referencing the book of sorrows Crota was practicing Sword logic and created a pathway between dimensions which the Vex began to pour through.
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No idea
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Crota was trying To keep up with his sisters (the deathsingers in kings fall) so he cut open a New ascendant realm with a sword he got from Oryx, and the vex came out of that.