I opened these questions up to a Facebook group I’m in, and this is what eventually emerged. Thank you, Star Wars Sithposting Discussion Group!
- Palpatine ordered Rey’s parents’ deaths post-ROTJ, after being resurrected on Exegol.
- The Dagger was an ancient Sith artefact that Palpatine gave to Ochi of Bestoon.
And either:
- Ochi had the Dagger reforged into its current shape after learning of the Wayfinder’s location. He’s a weird Sith cultist who wouldn’t want to disturb the Wayfinder because that would be sacrilegious, but would desire proof that he knew where it was, in a form which only people who speak the ancient language of the Sith could understand.
Or: - Ancient Sith made the Dagger in accordance with the will of the Force to see the future, then when the Death Star was destroyed, the Force made the wreckage fall in the same design the Force had inspired the Dagger to be made in. Which is ludicrous, in the pleasing way all the farcical parts that I liked of the EU are ludicrous.