The piece that he is talking about is none other than Azief. Loki refers Azief as the King piece, a piece that needed to be protected at all cost.
The Creator must have made a move with Azief. Even though, he has no confirmation, the fact that the Creator suddenly shrouded Earth Prime from the gazes of the beings in the Omniverse shows that he had made a move.
'Then there is also Odin and Yu Wang' Wargod muttered to himself.
Since the moment Azief had gained the legacy of Etherna in the Supremacy Stairway and then also having that blue crystal, Wargod had spent all of his resources to get all relevant information about him
He uses Divinations, hired some information broker of the Merchant of Sarens, consulted with the incarnation of the Three Fates and even sneak around the Eight Realms of Asgard and meet with some Norns.