Season two, I think. Can't remember which episode. I think that was a Mulder solo, with the X Files closed and the pair separated. It's another series I've got the whole DVD set of.
At the age of five, Skagra decided emphatically that God did not exist. This revelation tends to make most people in the universe who have it react in one of two ways - with relief or with despair. Only Skagra responded to it by thinking, 'Wait a second. That means there's a situation vacant.'