Æa, the first dædra, was the universe, and did not have a body or form to walk through itself. Eventually enough energy amassed from some roiling primordial universe soup to bring Æa to a point that could propogate, and it shattered.
All with a full universe's worth of laws and limits, all layered into eachother and forced to coexist.
Eventually, after eons of coalescing and settling, the dædra got bored. No longer feeding off the soup that brought them existence, they simply had what they had. They began forming identities, becoming things that could do instead of just be. They began forming bodies to explore themselves, and they began fracturing even smaller.
The Atherian gods are a result of Mind, the primordial element, reacting in some way to some configuration of itself, and producing a little bubble of swamp gas. As long as that bit of Mind keeps reacting in that way, the bubble gets bigger. If that configuration is disrupted, or the bubble grows too big, the bubble pops, and ceases to exist. The bubbles, not quite primordial but born out of Mind, realize they exist, and then realize they can expend gas to affect the elements around them, and then suddenly there's a predatory ecosystem revolving around these bubbles in the film between all that we know and the edge of the universe, Æa.