When Kyran turned 18, his life turned upside down. The Royal Army raided his clan because his supposedly non-existent magic got exposed. On that fateful night, he was the only one who escaped. Up to the present, the status of his clan was unknown. A magic inheritance that became a curse, Kyran became a fugitive. Always on the run... living in fear when the Royal Army finally captures him. At least that's what most people thought... "I'll definitely save my family. And I will make all those who made my clan suffer pay tenfold. I'll make use of this magic they so feared, and show them what real terror is...." Disclaimer: The cover image isn't mine. I'll replace it when I finished mine.
Kyran did not warp immediately after taking Cade along to prevent Ruin from recognizing him. After confirming Ruin did not go after them, Kyran finally to Azaloth's Inheritance with Cade in tow.
Azaloth's Inheritance was hidden at a place Kyran was familiar with; at an inconspicuous cave in the ravine near the Chaos Palace.
Somehow, he was not surprised that Azaloth chose to hid his inheritance close to the palace. Given the latter's ties with Caelan, it was understandable that he wanted to hide his items near Chaos Palace.
It now made sense why Azaloth created the mist around the forest. It was to protect the Chaos Palace and his inheritance.
In Kyran's opinion, Azaloth likely had no intentions of giving his inheritance. However, if there was really a person who could survive the mist then it was proof of that person's capability and deserved to be rewarded.