"If Tier 9 really exists, why have I not found any clues about it?"
Toward the end, Sovereign seemed to be asking himself questions rather than answering Wang Mang's.
As for Wang Mang, he was already dumbfounded. This was all new information for him, and he was feeling rather overwhelmed.
His true soul had to be sent into the six rivers of the Great Dao?
To be honest, Wang Mang did not even know what the six rivers were, but he understood what Sovereign meant about the side effects. It seemed that advancing tiers forcefully was not a good idea.
That being said, Sovereign's words also gave him another shocking revelation…
Sovereign had reached Tier 8?!
In other words, this fellow had almost reached the peak?!
He was negotiating with a big shot?