In this exile, Madhavnath first got the vision of the ancestor of the Nath tradition, that is, the tomb of Navnath. Shri Kashinath Vishwavar gave direct darshan to Maharaj. After this, Madhavnath Maharaj left for the Himalayas for austerity. For 6 consecutive years, Maharaj did spiritual practice in the Himalayas.

After that the Maharaja performed Ghorasadhna in Amarkantak for 2 years. After that the Maharaj made an introduction to the society for Lokodwar.

For this work, the Maharaja first fixed the work place of the memorable mother Ahilya Devi in Indore in the morning. At that time Sant Shri Dev Mamledar alias Shri Yashwantrao Maharaj Bhosekar had come to the Rajwada of the Holkar family in Indore. He was a Siddha man. That time it was 12:00 in the night. , Shri Madhavanath ji was inaugurated in Rajwade. Both the saints greeted each other. Shri Dev Mamledar introduced Maharaj Shri and got the knowledge of his Yogakshema and spiritual authority and got it to the family. It was only after this incident that the Holkar family had strong faith in Madhavnath Maharaj.

There was a panchayat of saints contemporary with Madhavnath Maharaj. In this panchayat there were Saibabas of Shirdi, Gajanan Maharaj of Shangaon, Ghondiba Maharaj of Palus, Gopaldas Maharaj of Nashik and Nath Samrday Shree Shilnath Maharaj. The Maharaj had given direct knowledge of this element of Maharaj to Shri Balasaheb Rege by Sainath Maharaj from one of his disciples.

Maharaj again came to Indore in 1924, Maharaj had a vow that he did not reside with anyone other than his disciples. The Holkar family requested but it was not possible, so the Queen requested to give initiation to Yuvraj Yashwantrao Maharaj Holkar, which the Maharaj accepted immediately.

After this, for the promotion of Naam Sankirtan, Madhavnath Maharaj organized a name week at Gopal Mandir in Indore. In this event, Maharaj captivated everyone by singing direct bhajans. The purpose of the town feast was on the last day of the event. Palkhi was taken out in the evening. Thousands of devotees and disciples of Nath ji were present and fulfilled the purpose of Maharaj.

According to the Nath sect, Shri Madhav Das Ji Maharaj expressed his desire in front of Shriman Maharaj that his Sanjeevani Samadhi should be in the holy city of Mother Ahilya in Indore. 10,000 was also made available for the construction.

This grand mausoleum temple was built in 1935. And on 15th May 1935, Maharaj himself established the Charan Padukas and fixed a place for samadhi in the sanctum sanctorum of the temple and assured that my ultimate power will remain the same forever and will solve the sorrows of the devotees and provide guidance.

Immediately after this, Shri Madhav Nath Maharaj formed a trust for the arrangement of the temple institute and provided the complete sources of the temple institution to the trust and issued the arrangement sheet for the temple work. The Holkar family provided support in the construction of the temple, similarly other devotees also provided support, this grand auditorium has been constructed at the cost of about 20 lakhs.

With the inspiration from shri madhav nath maharaj is most closest and most trusted diciple shri nath sut ram chandra kulkarni, well renowned as nathan cha ram completed shri madhav nath charitra as madhav nath deepprakash in 41 days at kanv rishi aasram near kanalda distric jalgaon maharastra in the year of 1924 and develop by shri Narhar Vinayak Tare with his wife at pune.

In 1936, on the day of Eknath Shashti, Yogabhayanand Madhavnath Maharaj took mahasamadhi at indore . After this, the body was buried in the place fixed by Maharaj according to his orders. For the continuation of the purpose for which Madhavnath Maharaj worked throughout his life, Sanjeevan Jyot is established in the form of Samadhi temple and is still blessing miliones of devotees with his invisible power.