Here's a backstory I have in mind for Kryos Sky City.

It was built within the Sky Plane and by Kryon, a deity figure akin to that of Moroch. Kryon is the embodiment of complete, ruthless order. If you step out of line where he can interact with you, the entire angelic guard will hunt you down.

The Brotherhood of Blood, consisting of criminals and masterminds from every plane of being, seek to topple Kryon and Moroch alike so that they may sit atop the throne of all creation. Kryon must come first, because he is the more immediate threat to the world if angered enough. Not even the likes of Moroch could stop a rampaging Kryon.