The question considering this Pontic pronoun, which is a remarkable archaism of the dialect, is extremely interesting. Perhaps it is neither unnecessary nor superfluous to briefly add some comments on its origin.
Its basic form is έθε; άθε is due to influence exercised from the common pronoun ατός. Going back to έθε, we find its traces leading to AG. ἔθεν "his" (an extended type of personal pronoun, genitive case), a poetic and eminently epic word (cf. the first/second person: ἐμέθεν, σέθεν). The suffix -θεν we encounter here (cf. i.a. ἄλλο-θεν) indicates origin, which is highly expected for a pronoun in genitive case. It is worth pointing out that, because pronoun forms have undergone various kinds of changes and contractions leading to shorter syllables and, eventually, words (e.g. I.E. *swe-syo- > AG. ἕο > οὗ), sometimes in poetic texts they were re-enhanced with the suffix -θεν, while maintaining the original stem *swe- > ἕ-, which accounts for ἕ-θεν.
I hope some of the above proved to be useful and maybe not so confusing. :)