In Act III, as Tav, you can explore Orin's room in Bhaal's Temple where you'll find the body of the Dark Urge, implying this initial attack/ambush happened here.
If you're playing as Dark Urge during this confrontation with Orin, she reveals that she was the one who inserted your parasite. The narrator goes on to say that you were the first to be enslaved.
During Act II you can interact with Kressa Bonedaughter who mentions that you were "shipped away" and is shocked by the fact that you can talk. She reveals that she learned everything about the parasites from you, admitting that a few hours after getting the tadpole she came across you and actually states that it was a mystery how the Dark Urge came to Moonrise in the first place (
Spoilers - Dark Urge - Kressa Bonedaughter).
As Tav, Orin seems to be possessive of the Dark Urge's body since she kept it in her room all this time. As the Dark Urge, you somehow get from being ambushed in Bhaal's Temple to Moonrise Kingdom in the span of a few hours (depending on how reliable of a source Kressa Bonedaughter is).
From there, you get shipped off aboard a Nautiloid where, according to the initial cinematic introduction, you are infected with another parasite.
Am I reading too much into this or has someone been able to find some source material that fills in some of these blanks?