The force Nexus was discovered by early Sith Lords thousands of years before the Rise of the Sith Empire, the Force Nexus drew powerful Sith within itself, teaching them that the only hope for the Sith is unity, and that without it, the Empire would fall.
But following this period the Jedi would also be drawn into the Nexus, which formed the first Gray Jedi.
In a period of defeat, Kylam-Raf would be drawn into the cave, and with the support of his pre-made Awakened Sith, he would then teach the findings within the cave. That sacrifice is to not be forgotten, that the Sith need to rely on not just their order, but also the people who were born and served the Empire as soldiers, bounty hunters, etc. He began to send many Sith into the Nexus until the rise of the Eternal Empire.
"I am the Gray, for now, and forever, I will teach you the corruption of the light side, and the dark." -The Nexus
The Nexus is the Gray Side of the Force. When the Dark and the Light began to split away, they left something to be remembered of the Je'daii Order, but the teachings that the Order left remained with the Nexus, as then he studied the Light vs Dark war.
His rise began slowly after the Death of the Sith Emperor, drawing people into the caves across the galaxy, teaching his ways, how both Light and Dark can corrupt the soul, and that only the gray side can purify. Many ideas have come across this in the past, the Light and the Dark both corrupt to take one for their victory, but the gray only seeks to purify the force. The Nexus teaches Atayash, a powerful wave capable of destroying hundreds. However, he will never allow Atayash to become so powerful to destroy anymore star systems.
The Nexus was formed by the force. The Nexus is only permitted to speak truth or the Force will punish him. If he speaks of false things, he may eventually (after repeating the process) lose his ability to speak through words, and only by action, making it harder for the entity to spread his teachings.