With new trailer titled Teyvat Chapter Interlude Teaser: A Winter Night’s Lazzo yesterday, Hoyoverse present us so many things to discuss. One of the most interesting thing is The Jester eye, it’s eye similiar to Dainself and Kaeya.
Dainsleif already confirmed that he is from Khaenriah throughout the story. He is former knight captain of the Royal Guard of Khaenriah with curse of Immortality, 500 years wandering Teyvat and for sometime on journey with Traveler sibling.
Kaeya Khanriah origin can be found in his character story 4. In summary, he is secret agent of Khaenriah. His father left him and Mondstadt and said that Kaeya is their last hope. Later, Crepus Ragnvindr adopt him and he become Diluc adoptive brother.
This fact also explained in his vision talk, he was torn between family and duty after Crepus death.
Which country he will support if Khaenriah and Mondstadt went to war? Which one he should choose, adoptive father who treat him like family or biological father who abandoned him?
He later come clean to Diluc, telling him everything. He then face Diluc in a fight, and that was when Kaeya awakened Cryo vision. Since then, Kaeya and Diluc have their separate ways and you can see how they interract in the game.
Pierro The Jester
First mention of The Jester can be found in Pale Flame Mocking Mask description. He failed to gain favor with the past ruler of an unknown country due to being less capable than the country’s sages, and could not stop them from doing something that tore away the “veil of sin,” which brought destruction to the country.
That unknown country is most likely Khaenriah and destruction of the country refer to Cataclysm 500 years ago when Khaenri’ah’s attempt to rebel against Celestia, and it’s ended with Khaenriah destruction at the hands of the gods and the Heavenly Principles.(source wiki)
He then joined Tsaritsa cause and formed organization called Fatui, become the very first member of Fatui.