With Hao Tian backing him up, Nezha had no fear. If things didn't work out, he'd just head back to Zixiao Palace and cry again!
Might as well take this opportunity to investigate the Western Sect's influence in the underworld.
He brought Yang Jian and Yang Chan along to the region controlled by the Western Sect.
As for when Ksitigarbha came to the underworld, Nezha wasn't sure. It was definitely long before his time. Ksitigarbha's initial intent wasn't bad—life is full of regrets, compounded by various bizarre death methods.
Each dead soul carried some degree of resentment, and Ksitigarbha preached Buddhist Scriptures and transcended those overly resentful souls unwilling to reincarnate along the Six Daos of reincarnation.
For those who refused to enter reincarnation, they often ended up joining the Western Sect.
Ksitigarbha was quite capable, reminiscent of Liu Biao charging solo into Jingzhou.