The Burning Man is extremely ancient, older then even the proto-dynasties of Unknown. So old any grave or temple he had was long ago eroded into dust by the never ending desert wind. No one knows what he was, ruler, warrior, priest, or what he did to anger the gods so, or even what god he angered, but all know his sentence. To burn eternally, never quenching , never dying, cursed to wander the sands in despair and agony until the world ends.
He is quite mad. No one knows if the destruction he leaves in his wake is intentional or if he is even aware of it. But he became such a hazard that Anubis himself bound him and locked him away in the depths of Unknown. And even the dark god cannot always keep him restrained, he occasionally breaks his chains and when he does, he leaved chaos in his wake