Released in April 2011, Brothers, is the first episode in Big Finish's second Highlander season / series.
Kronos has captured and imprisoned a Watcher. He decided to relate his true history to the hapless prisoner before killing him.
Kronos was the head man of a forgotten tribe. One night his tribe was overwhelmed by an outside force lead by an immortal. The immortal captured Kronos and forced him to watch as his people and home were destroyed. Finally the immortal's last act was to slowly strangle Kronos to death. As Kronos died his only real regret was that he had not enjoyed the pleasure and power of slowly murdering another person as his killer was enjoying Kronos' own death.
Kronos woke to find himself impossibly alive he set off to find his kiler only to encounter a band of immortals lead by a wise man named Dilijan. Dilijan took Kronos under his wing for a time explaining the basics of immortality but leaving out the vital information regarding Quickenings. Dilijan was worried that the knowledge of Quickenings and the Game would encourage Kronos' brutal bloodlust before Dilijan's skills and methods to calm and pacify Kronos were able to take effect.
Sometime later Kronos and Dilijan's band of immortals came across the group of raiders that had wiped out Kronos' people. Dilijan allowed Kronos to contront his killer hoping Kronos would achieve satisfaction and be content to learn more peaceful ways afterwards. Instead Silas revealed the nature of the Quickening and Kronos turned on Dilijan.
Methos had joined Dilijan's band not long before, as Silas and the raiders attacked Methos managed to convince Kronos to take Methos on as an ally. Dilijan watched in horror as all he had created was murdered and ruined.
Sometime later Kronos, Silas, and Methos found Dilijan again. Dilijan had married and settled in a village they were a peaceful people but Kronos ordered rape, murder, and burning of the village and the salting of the ground. Before murdering -though not permanently killing - Dilijan again Kronos promised to find him every fifty years to destroy his world.
The three became four when Caspian joined them. Time went on and Kronos was satisfied until he began to suspect Methos and the others of being disloyal. The arrival of an immortal man named Kyne at the Horseman's sanctuary changed everything. Kyne manipulated each of the Horsemen until they all agreed to take a sea journey with Kyne. Once the ship was out to sea and far from land Kyne climbed the mast of the ship and committed suicide, the energy of his Quickening ignited the hold of the ship - packed with lamp oil - and the ship exploded killing and scattering the Horsemen.
Kronos woke on a shore only to realize he was tightly bound. Dilijan explained that Kyne had been his catspaw, he had engineered the destruction of the Horsemen and had created an elaborate network of acolytes and allies to ensure that every time Kronos attempted to rebuild his brotherhood or start a new band from scratch his efforts would fail. Never again would Kronos enjoy the security and satisfaction of his dark brotherhood. Dilijan then left Kronos alone and immobilized on the beach suggesting Kronos not struggle unless he wished to tighten his bonds, though he noted the sun would likely dry them tighter anyway, though the rising tide might loosen them over a few days until Kronos could free himself.
Kronos told his captive Watcher that Dilijan kept his promise, his acolytes continually interrupted Kronos' plans and interfered with his schemes. Further, Kronos managed to access the remnants of the Watcher's database and discovered that Methos lived. He killed the Watcher by exposing him to his engineered plague, presumably the same virulent disease he had intended to unleash in Paris in the Highlander: The Series episode, Revelations 6:8.