Back then, Kentucky found a feather that held a little bit of his Father's Divine Sense and blood. The blood was used to help Kentucky while the Divine Sense warned Kentucky to never reveal his Regal Bloodline due to the danger it could attract. Kentucky and his father then talked about how Ploto-Ume had to go to the Mortal World and almost died during it. (Chapters 1720-1726)
Finally, he left Kentucky's egg on the same planet where the twins were born. The twins eventually found him and Kentucky got connected to them.
There was a problem, though. Even Jeskli-Go, one of the Divinity Realm Minokawas from Kentucky's race, didn't know where Kentucky's parents were. Minokawas that were born in the Floating Island of Time have a connection to it, so Jeskli-Go knew they were alive. But other than that, he had no more information.