At the moment, I suspect Ozma is the MCP of the Weeping City, for those that remember Tron.

I had an initial mistake when viewing the trailer - I thought Aymeric had changed into the Dragoon gear to oppose his old friend (and have that tie in the "Azure" title he has). On the other hand, that means we do not need to babysit Aymeric in the fight.

As for the Nael form.... gut says that is actually the WoL having worn down Nidhogg's control and fake body to the point that Nidhogg can no longer fully manifest. This means that he has to rely on Estinien's skills to continue fighting, hence the Dragon Dive.

I think the Palace can gate the quests by upping the levels on deeper floors so you should have cleared the dungeon/story by then. Or at least have an additional cutscene like some of the seasonal events do.