It's volumes 6 and 7. The whole story gets real weird and incredibly interesting right here. This is where I went from "Yeah, I guess I'll finish this" to "Ok, I'm a fan of what they're doing here."

That said...there's some interesting choices in this one, primarily what the author calls the "monkey-f***ing book", which is about what it sounds like. As far as superhero origin stories go, I don't think they've ever been more unique than this book.