Nastasia/Nautilia the Trident Of Marrow needed something to start her crew from. She needed own counterpart for Terran Command Centers and Zerg Lairs. Then she gathered wrecks and ruins of battlecruisers, assault galleons, command centers and some other destroyed vehicles. And then she fused them with Zerg Leviathan, by some sort of infestation and this is how her personal "home" was built. This is how Zerg Megalodon was made.

(Zerg Leviathan belongs to Blizzard)