Did the Forerunners ever leave The Milky Way? If the could travel across the galaxy itself, traveling to other galaxies is not far fetched.
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After the Iso-Didact (Bornstellar eternal lasting) detonated the halo array, he led the final forerunners out of the galaxy (he was already as he detonated the halos from the ark) and went off on "The great journey" although it's ever elaborated on whether this is to another galaxy to make home, or merely into intergalactic space to withdraw. It's also possible he retreated to the greater ark, the one that built the 30,000km halo arrays, which is also outside the galaxy.