The Grave of the Silent Saint is our Bazaar
Presumably, once the Sun died, the Judgements had an apocalyptic freakout (Gods don't fall gracefully, after all), and seeing the Bazaar was the one to have set this whole chain of events in motion with their death right at the end they decided to take it out in a fit of pique, and sent their Dragons to do so. The Bazaar didn't go out without a fight, but it went out nonetheless, presumably having nothing left to live for but spiting the other Judgements now that the Sun was dead. Why is it called the Silent Saint? As one Reddit comment in this post
brought up, the Bazaar's role in the Great Chain was as a messenger, and it defied it by not saying a single thing when push came to shove. The very first Revolutionary, in a way, because it defied the Judgements first. Perhaps it was Vindicated by History in the end, to both the Establishment and the Liberation, once everyone knew the whole story.- Completely jossed. None of this involves our Earth's Sun or the Bazaar, but rather the backstory of the Reach's Sun, aka the King of Gardens, and it's ultimate fate. The Silent Saint's actually what remains of the mostly-dead-like-Storm-in-Fallen London time-eating Dragon involved with that particular event (since it was likely caught in the explosion that occurred), while the Messenger in question is actually Faith's Fall - or rather, that's what remains of the Messenger sent to blow the Reach's Sun into smithereens.
Mr. Eaten is connected to the Liberation in some way.
Given what seeking his name does to the player, as well as his backstory, it's possible that this is his ultimate revenge of sorts.