"The Protoss town of Kerdak" was actually nothing more than a figment of Sheyan's imagination, but the name Kerdak was not something he pulled out of thin air. While he was staying in the Lost Temple, he would sometimes hear the Dark Templars sing when they were bored, and among the songs, he had heard lines such as "the splendid Kerdak, wandering in eternity".
The reason Sheyan said what he did to the dozens of Marines around him was naturally to put up a confident front so as to boost their morale. No one could expose his lies anyway. If his words could increase the group's fighting capacity by even a little, then it would be worth it.