Thoros Lozegros was a famed fighter and one of the founders of the Brothers Malevolent sellsword company.
Thoros and his brother, Lysono Lozegros, were born in Volantis and became known far and wide as some of the finest killers in Essos. They served in a number of sellsword companies before forming their own, naming themselves the 'Brothers Magnificient' for their wealth and victories, claiming that none since the Dragonlords themselves had been so skilled at battle.
When a Dothraki Khal came out of the east, threatening Volantis in 361AC, the brothers were given command of the Volantine hirelings. They fought a vicious campaign across the city's borders, with the Khal coming within a day's ride from Volantis's walls before being beaten back. They were able to drive the Khallasar off, after killing its leader in single combat.
Having earned the trust and respect of their comrades over the course of the conflict, which lasted two years and caused thousands of deaths, the remaining sellswords swore themselves to the brothers as their new leaders. This new host would drive back the remaining horselords all the way to the ruins of Essaria, becoming known as the Thousand Banners upon their triumphant return.
Unfortunately, the war with the Khal had bankrupted Volantis, so the brothers were offered the pickings of the Black Wall's own properties as payment. There, they came across the crowns that Volantis' triarchy had worn when they had attempted to rebuild the Freehold during the Century of Blood, and drunk on victories and tributes the Lozegros brothers named themselves "Kings of Essos" and began the War of the Brothers.
Seven armies were sent from the Free Cities against the would-be conquerors, but only the last one, led by the Braavosi First Sword, would succeed in breaking their power just east of Pentos as the Brothers attempted to sack the city. The First Sword killed Lysono with a poisoned blade and mortally wounded Thoros who escaped aboard their treasure gallies for the island of Sunstone, where he died soon after, his crown lost in the Pentoshi fields.