Ah, sorry, sure! I thought I had, at least some of it, but I never remember what I've told who... n,n;;; And it is late anyway, so even if I did say a bit about it, lateness is lateness.
Xel and Rezo were together, one way or another, their whole lives before the Kouma Sensou, when they were both alive. After Xel became undead, Rezo rejected his undead shell for being mazoku and not really his person, but Xel's feelings remained strong for him, although in a more screwed-up and soulless way, and he wouldn't-leave-Rezo-alone to the point where Rezo eventually gave up and let him back into his life, although not in the same way, and he became the (coff) godfather of Rezo's descendants, including Zel. Probably even the Zel from Xel's own background doesn't know that, because his mother Highly Disapproved of Xel, but Xel knows, which is the only important thing as far as he's concerned.
About ten years before the series, Rezo's strength failed against the Shard that was sealed inside him, and he began to be corrupted by it, including occasional blackouts where the Shard used Xel as its primary food source. Xel acquiesced both because no mazoku says no to the Shard to his face and because using him meant less use of the people Rezo had cared most about. It took him until NEXT to recover enough from that to go back on full duty.
Part of the conflict with Zel is that things didn't happen that way in Zel's background. Zel was unprotected from the Shard as a child, and makes no distinctions between the demon and the man. So he really doesn't want to hear anything halfway decent about who Rezo used to be, and Xel in turn really does not want to hear that there's no difference between the man he loved (and still does, although he couldn't bear seeing him again) and the demon king who wrote white-magic runes of healing into his mazoku vertebrae, one by one.