The higher planes

After Ren had purified Khalos some of the memories of the New God flowed through him. The memories he received were that of the New God's childhood. In those memories, he could feel what the New God Khalos felt at the time. He now had a better understanding of the hardships new Gods had to endure. Not accepted by the Old Gods, feared by the mortals, they were pretty much outcasts. The only ones who truly had any sort of affection for the New God Khalos were his parents, but even then his father eventually left him, and his mother died of old age. 

This New God Khalos might've sounded proud and overbearing but he was just trying to prove himself. So for every battle, he won against peers and against even some of the Old Gods he felt incredible joy and pride.