What The Party Know About The Yellow King...

Having found the word "Croatoan" carved on a tree near to a forgotten vault they were exploring, the adventuring group known as Cobblethwaite's Companions learned from Gunther Treszhnak, dwarven landlord of The Golden Axe in Bendwyn, that:

Croatoa was the name of an ancient land in a long-forgotten children's nursery rhyme about a supernatural entity known as The Yellow King who would steal the dreams of naughty children and replace them with wasps.

The Sign

Later, while investigating the appearance of some stolen coins, the party ran into the ghost of Mardrid The Gentleman Bandit, who cursed Marigold, to help him exact some convoluted revenge scheme from his prison in Purgatory within 101 days or she was doomed to become his 'ghost bride'.

As a sign of the curse, the ghost branded Marigold with the sign of The Yellow King (much to the horror of Betty Entwhistle, wife of Marigold's wandering mentor Peter Entwhistle).

Instead of carrying out the ghost's demands, the party headed across The Bright River to the Huldre Forest to seek out the legendary Witch Of The Forest, who Marigold believed was willing to teach magic to a "virtuous woman".

While the rest of the party wandered the surreal, mind-messing, rooms of the Witch's magical hut, Marigold was given a potion to drink, which removed the brand, and - she was assured - the curse.

Returning to Bendwyn, the party met up with the long-absent Peter Entwhistle, who had been attending a Wizards' Conclave where the gathering had pored over the prophecies of Ja'rodidymus that suggested The Yellow King would be "rising" soon.

Peter explained:

The Yellow King was believed to be a dark avatar of Sateb  (the god of the afterlife who judges a soul's worthiness), that ancient, near-forgotten, legends said was imprisoned in a shadow of Purgatory called Croatoa.

The legends stated that the impossibly strong magical forces restraining The Yellow King prevented him from setting foot on Cidri, and so [I] wasn't particularly bothered by the prophecies of his return... except for one detail.

A single quatrain in Ja'rodidymus's text spoke of a "conjoined maiden, hag and mother creating a vessel" that would carry The Yellow King from the shores of Croatoa to the realm of men.

Sometime after this, Marigold realised she was pregnant and she has just had her worst fears confirmed - from the skinless lips of The Flayed King - that the child she is carrying is The Yellow King.

She is the conjoined maiden (because she was a virgin), hag (because she skilled in the ways of magic), and mother (because she was with child), as foretold.