There are three components that made up MC:
- The nameless boy died during the war with regret of unable to save his sister (not Oto). Fox-mask is probably his actual ghost, and is the provider of "memories" which defined MC's personality, motivation, etc.
- The thought of regret itself condensed into a shapeless, egoless curiosity floating around the space between worlds. This is MC's "body", separate from the fox-mask ghost.
- When Oto was lost, she desperately cried out to her brother Ren-nii (who is probably still alive in her original world), and this action resonated with the curiosity to form his "shape" -- based on how Oto remembered her brother (therefore not entirely accurate as the real Ren).
This is what the old man from previous chapter asked. The focal point where MC first manifested is around Oto. Once she returns home, or when she becomes independent enough to no longer need her brother's chaperone (which is already happening), he'll lose his "shape" and regress back to a mere egoless curiosity.
By now he could barely maintained it using cursed objects (+ connections with other people), but given the original purpose of collecting them was to help Oto return home, I guess his intention is using them as catalyst to form a path or a door, at the same time unravel the binding force that keep himself in shape.