Kaido was introduced as a man seeking his death and Oda has shown that he has failed all his attempts.
Chapter 994 revealed that he seeks a grandiose death that will carry his name down in history. Kaido cares about being remembered.
However, we know that Kaido knew someone close to him that died and was not remembered. I’m talking about Rocks D. Xebec.
Rocks was his captain and most likely someone he looked up to. And that person was defeated by Roger and Garp and probably discreetly executed by the World Government. Then the World Government erased him from history and now few people remember his name.
Kaido is obsessed with death completing a life because his captain did not achieve such a death and it has haunted him since. So whenever we do get Kaido’s flashback, I am genuinely convinced Oda placed some groundwork where the God Valley Incident will be revealed to us.
Just a fun and wishful prediction: the 1000th chapter will be (near end of chapter) a realization that we are entering Kaido’s flashback and that it is taking place at God Valley, where 38 years ago, Monkey D. Garp allied with Gol D. Roger to fight the Rocks Pirates.
Kaido’s dream to conquer the world seems to be inherited from his former captain Rocks. Also his boredom with the world and his depression and his wish to die are probably somehow connected to the days when he was Rocks’ subordinate.
Also, I’m sure that God Valley Incident is where we will learn about the “life long debt” Kaido owes Big Mom.