I think their existences coincide with each others. Ven and Roxas look the same, and Vanitas and Sora sound the same. I don't know how Vanitas came to be, but I think it was through Ven's heart. Master Eraqus was probably telling Vanitas that he shouldn't exist. I think this is the Days connection: Vanitas wants to make Ven stronger so Vanitas can absorb him to become whole like Xion wanted to do with Roxas. I think Ven asked Aqua to erase him so Vanitas couldn't do this, cuz he'd probably become really powerful and dangerous to the worlds. Vanitas was probably telling Ven all those things about Terra to make his heart vunerable so he can acquire it easier. And I think MX is trying to help him with it. Vanitas probably even got a hold of his heart, and that would explain Aqua saying "You will return my friends heart!" and Terra asking MX "what have you done to his heart?" Vanitas could possibly be an Unversed, like the first one that MX created from Ven's heart, which could explain why he can wield a Keyblade. But, I still don't understand Vanitas' connection to Riku...