There are always lords, and they always have souls, and somehow you always have to find them.
This starts in Dark Souls, when finding the Lord Souls to sate the Lordvessel is explicitly your task. In Dark Souls 2, the Old Souls are remnants of the four Lord Souls from the first game.
Dark Souls 3 seems to have done away with this. Yes, there are still four Lords of Cinder to fight (since Ludleth decides to help you), and yes, you still have to defeat them all and take their souls, but there is very little reference to the four Lords who originally found the Lord Souls. Perhaps, as the fire fades, their souls lose power. Perhaps their memories are barely preserved. Perhaps FromSoft just got tired of the idea of the four Lords being reincarnated over and over again.
But there are still four Lords of Cinder to fight. Perhaps, if they were reincarnations of the original four Lords, this is what they would be…
Marvelous Chester is from Yharnam. He was a random Hunter grabbed by the Amygdala and chucked into the past. He knows so much about what happened in Oolacile because he read about it in a History book. He left his Hunter’s equipment in the future, and is very sour that he only has a shitty crossbow and throwing daggers to defend himself. The reason that he invades you is because he’s an asshole, and very, very bored. The Amygdala takes him back to Yharnam a week after you leave.