Au Ra physiology and other lore.

[WyrahFhurrst]

I do not think any Au Ra came into contact with anyone prior to Yugiri leading her band of Doman refugees into Vesper Bay. The Raen are stated to be part of Doman society (with them being rather conservative, and not frequently venturing outside their own borders), while the Xaela are nomads who probably do not have the technological know-how to develop ships capable of carrying them across the sea to Eorzea.

Proof against this idea would be the Odin Minion, where it states "A popular theory is that Odin acquired the blade upon slaying an Auri warrior..." which goes to show that we did know of the race, but not necessarily the specifics of them.