Niddhog is the Wyrmking, Midgarsormr is the guardian of MorDhona and Bahamut is an elder primal. I think "elder" just mean is not affiliated to any element or race and "primal" is that he have the same or more strengh than the actual primals. Also Moogle King is not a primal is more like a manifestation on eather by the moogles that call him back.