At the end of the Taken strike in the EDZ there's some supposedly "big reveal" that the boss is Red Legion. Leading to this conversation like, "Oh, how'd he get Taken if Oryx is dead? It must have been one of Oryx's sisters that's started getting all Took-y."
Oryx had been Taking civilizations for thousands of years before his defeat. Maybe millions. I forget. Is it somehow inconceivable that in all that time Oryx never ran into the Red Legion, a military force with a supposedly galactic presence? Makes more sense to me than one of Oryx's sisters Taking cabal in our solar system from whatever far off dimension they occupy.
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Both are possible. But Savathun has played a pretty big part with the taken and hive within vanilla D2. Maybe Oryx took him and he decided to follow Savathun, but there are multiple hive and taken enemies already that have names like "Servant of Savathun" etc. so it's not too much of a stretch.