1 and 24 for the durge asks?
After Marzio had baby's first murder spree, he wandered around Rivington terrified, sobbing, and confused... until he was picked up by Father Lorgan. Knowing Baldur's Gate's history with Bhaalspawn, I feel like Father Lorgan immediately had a suspicion of what Marzio was. Sending Marzio to an orphanage would most likely be a death sentence for the young child, so he decided to raise him in the Open Hand Temple. Maybe he could teach him to do good rather than evil.
At this point in time, Marzio did tell Father Lorgan his name was "the Dark Urge". Father Lorgan tried Urge, but Marzio was adamant this was incorrect (in the way only toddlers are). So, they compromised on Durge as a virtue name.
Marzio would learn the Way of the Open Hand here alongside Ilmater's teachings. Father Lorgan was not supposed to do that. Ilmatari priests do this thing where they enter the minds of those wanting to join their ranks, and they immediately deny those who have evil or harmful intentions. As the Dark Urge, I think it was pretty clear what he might have seen in Marzio's mind.
But Father Lorgan wanted the best for Marzio, and Brilgor said, “He was kinder than most”. He hoped the control and balance of an Open Hand monk would aid him against his urges. For a while, it did.
He was trained in martial arts, herbalism, anatomy, and other forms of healing & alchemy. Unfortunately, all things that would aid his assassin and Bhaalist ambitions later in life. In the end, it was a good call; these things saved Marzio's life—and the world.
Marzio would then receive clerical powers after his amnesia.
Marzio's treasured item are his holy ropes, a symbol of devotion to Ilmater. Even after he abandoned the Open Hand Temple for the Temple of Bhaal, he just couldn't seem to let them go.
After waking up with amnesia, he saw them around his wrists and figured he must have worshiped Ilmater before the Nautiloid. He was half right. He was very confused at the Bhaalist tattoo on his arm paired with these holy ropes to say the least.
EDIT: Retconning out the Cleric stuff. Most likely. Ignore that.