So what about shifting Mustafar to the ending of TLJ? He failed to convince Rey of his ideology and had her slam the mental door on him, he failed to defeat Luke Skywalker, he defeated Snoke. He’s in the right mindset to seek greater power. So we have the ‘find me’ radio scene, then we end on a quick montage of him travelling to Mustafar, slaughtering through the natives, and finding an object which is clearly a map. Mysterious! Angry Kylo leaves us in a nice dark place.

Then, with TROS, we open with him finally having followed the wayfinder.