Where is Marvelous Chester from?

I don't know that there can be a solid answer. One can look at a few facts to piece together something though:

1. The Oolacile area you were dragged to is in the past, given that Artorias's grave is guarded in the present by Sif, while you fight him in Oolacile. Wherever Chester is from, he's not from Oolacile. He also believes he's in the past. Though not clearly stated, we can assume he may be from further in the future than the player.
2. From Software likes to add little references to other games, with little explanation. For example, the various iterations of Patches and the Moonlight Swords you gave fit this.
3. Keeping in mind number 2, we can see in Bloodborne multiple similarities outside the Oedon Chapel. The shadowy limb of an Amygdala snatches you and drags you to a nightmare depicting the past, The Hunter's Nightmare DLC. At that same location, if you're fast enough to grab the item before being snatched, you'll find attire similar to Chester's, notably a top hat.
4. Finally, also keeping in mind 2, Dark Souls 3, one of the Lords of Cinder, Aldrich, is referred to in one item description as having visions of "the deep", a concept referenced more frequently in the world of bloodborne.

Now, 3 and 4 may simply be fun little references, or they may be taken as solid connections; I think that's up one's own interpretation.