Hi rickard,
According to Wal Thornhill Saturn was initially a brown dvarf star that entered our solar system.
From where did it came ?
I can't speak for Wal, but according to my understanding Saturn was captured by the Sun. So the answer to your question is interstellar space.
Keep in mind, that presently of the 10 closest stellar systems to our Sun there are 15 known stars and 11 of those are brown or red dwarfs (and none of these dwarfs are visible to the naked eye.)
see:
https://en.wikipedia.org/wiki/List_of_n ... own_dwarfs
From this it is a safe assumption that brown and red dwarfs are the most common stellar types in the galaxy. Also, one can safely assume that there is a continuum of celestial objects where some are "in between" or intermediate objects. Hence the often used description of the present day Jupiter and Saturn as failed or dark stars.
In the EU paradigm the position of a star on the Hertsprung-Russell diagram describes its electrical state and that is subject to change as the ambient electrical environment changes. This is in contrast to the mainstream's interpretation that the H-R diagram depicts slow stellar evolution.
Where was it created ?
Consistent with the Electric Star model we can assume that the hypothesized proto Saturn was created in one of two ways.
1. In a molecular gas (plasma) cloud through a z pinch of a galactic birkeland current
2. or, it fissioned from a larger stellar object, which went nova while under electrical stress (from a galactic birkeland current)
As a note, Cardona proposed that the proto Saturn brown dwarf was transported to the Milky Way through a merger with the
Sagitarrius Dwarf Elliptical Galaxy.