Where did the Ghost King go after escaping the pursuit from the Dragon Temple?
It has stated clearly that it went to the enemy's inner circle, which was the Dragon Temple.
Moreover, it instructed Lanling to awaken it.
The reason for using "it" is because Lanling does not know whether the Ghost King is male or female; perhaps it has no gender at all.
Additionally, it claimed not to have betrayed the Demon Emperor, just unwilling to accept the status quo, hence seeking new attempts.
According to the usual mission, after the World-Ending Demon Emperor's failure and death, the Hell Knights ought to continually reincarnate, extending through this world as mortals until the day the Demon Emperor summons them to once again become Hell Knights.
However, this fourth Hell Knight was unwilling to follow such a path, so it did not reincarnate but left the ranks of Hell Knights to embark on the destructive path alone.
