In the begining how to take a bite of that full story that we meet in the past two games and one pre-sequel.
This is that kind of story that fully grown and being developed truly to connect all characters places and vaults that we meet through first and last step on Pandora.
What if i say to you that alien race kept all humans that came to Pandora in simulation nearly as possible as Matrix. But once kidnapped they live in fast simulation, they think that they lived long years but in real time there was only few seconds.
Zero is kind of nerd hacker that was able to connect to Simulation and study alien race behavior to fully understood they purpose, he keep playing his role to fully make connection. This is the reason that he is so mysterious character, he just can’t reveal his true reason.
Zero is able to connect to Adventurers that are able to come to pandora and fight in reality to release all abducted humans.
Alien race has ability to modify reality to bring psychos and vast of desert terrain know from other games to trick new vault hunters.
Through story, we finally release all characters including Roland who never truly died. And we find that the vault is real but real intentions of alien race was not to harm people but they just seek help in our race ant making simulation they study what we are capable of.