"Did the Khan's daughter send you? That woman ruined me. Promised me the thrones of the world. All I had to do was bring down the Masters of the Bazaar."
Yesterday's King, very likely the Gracious Widow's son, became immortal through a deal with the Bazaar. After about 400 years of immortality (probably in the early 1800s), he led a rebellion against the Masters of the Bazaar, as the Widow advised him to. The Masters razed the Fourth City to the ground, and deposited him in the only remaining part in the Neath, the Forgotten Quarter. (Since then, he seems to have had some run-ins with irrigo, as his memories are very jumbled.) Then they began searching for another city to take.
Most of the survivors of the razing of the Fourth City went to the Khanate, established by those who had escaped the fall of the Fourth City 450 years before.
Yesterday's King dislikes devils, but is willing to help anyone that seems to be plotting the downfall of the Masters (like the Calendar Council). However, he can only tell these anarchists how he failed in his plot, so that the next generation of revolutionaries can succeed.