It's never explained at all where Zorn and Thorn come from, we're never told when they came to be in the Queen's service or for how long they had been there. There isn't very much said about them
; supposing they are just twin jesters
where does their power
come from? 
On the other hand if they were always one entity to begin with, is it possible that monsters with the power
can be spawned from the mist? And if such a beast isn't spawned from the mist...is it created by Kuja, and if he DID create them, then why could he not
himself?
It seems to me that would leave only one person...Garland. However there's no mention that they know of him or that he knows of them.
It would seem they are the only ones in the game capable of performing an extraction, in which case why have they been left such a mystery? If all of that just sounds like me waffling the point I'm trying to get at is...where do Zorn and Thorn come from and why would they posses such power?
although at Mt Gulug Kuja informs the party that they are in fact one entity, even though up until that point they don't seem to be aware of it and have to actually be killed before they "turn". They just seem very clingy to people in power for being so powerful themselves...
turned into a monster transformer style
to extract eidolons

On the other hand if they were always one entity to begin with, is it possible that monsters with the power
to extract eidolons
extract the eidolons
It seems to me that would leave only one person...Garland. However there's no mention that they know of him or that he knows of them.
It would seem they are the only ones in the game capable of performing an extraction, in which case why have they been left such a mystery? If all of that just sounds like me waffling the point I'm trying to get at is...where do Zorn and Thorn come from and why would they posses such power?
