Midway through the Annex, you'll come across a survivor named Zulf. He's a member of the Ura, a different faction from Caelondia. His appearance marks a significant turning point in the narrative, as he offers a different perspective on the Calamity and its origins. After a brief interaction, he will join you at the Bastion.
Continue through the level, fighting off more enemies. The final objective is to retrieve another Shards. The path to it will be heavily guarded, so be prepared for a tough fight. Once you have the Shard, return to the Bastion. Zulf will now be present, and you can interact with him to learn more about the Ura and the world.