Kelzen possessed Sanjay while he was still in utero. Kelzen accelerated his growth so he was born sooner than normal. After his birth, he became an adolescent in seconds and changed into Kelzen.
The Seventh Doctor took Kelzen to the far future. Her actions led to the death of Shanstra and her own death as well. Freed from the Sensopath, Sanjay decided to stay at the Pridka Dream Centre and explore his abilities. (PROSE: Infinite Requiem)