If you look at his first blood quote he says "That was for zed". Kayn is not only connected to Aatrox, but also to Zed. His shadow assassin form has a shadow clone that does an ability like zed, so he must have been one of the disciples of zed. I've seen both of these things asked for and now we have them together.
Uhm his short lore makes this already pretty obvious.
"The child is gone. The killer remains.” A peerless practitioner of lethal shadow magic, Shieda Kayn battles to achieve his true destiny—to one day lead the Order of the Shadow into a new era of Ionian supremacy. He audaciously wields the sentient darkin weapon Rhaast, undeterred by its creeping corruption of his body and mind. There are only two possible outcomes: either Kayn bends the weapon to his will... or the malevolent blade consumes him completely, paving the way for the destruction of all Runeterra.
