I just read the Grimoire card for the Vault of Glass; I guess it unlocked last Sunday when I joined a group and was so outclassed I couldn't help open the door. Reading it provided a few tips, but of particular interest to me is the signature of the narrator, Pahanin.

As it turns out, my Epic weapon (the machine gun Super Good Advice) once belonged to Pahanin. Indeed the sapient weapon was mourning the death of Pahanin when I found it... on Mars. Yet the Vault is on Venus.

Did Pahanin make it through the Vault, only to later come to grief against the Cabal? Or does the Vault have an exit on the red planet?

-- Steve looks forward to finding out himself, perhaps this weekend.

It's possible he was separated from the gun before heading into the Vault.

The piece of gear I've gotten so far had a named owner too. Lore setting up anyone who made anyone who made progress a badass probably.

Or does the Vault have an exit on the red planet?

Not EXACTLY, but when you reach the last boss you will see…

Check out the card text again. ;)