In regards to where the story goes next:

In Revenant's Toll the dialogue of the Scions there has been updated again and two of the NPC's specifically mention Thavanair in their dialogue. The two that fled there after 2.0's ill fated banquet. Ala Mhigo is of course mentioned by Yda and Papalymo in the earlier 'teaser' cutscenes at the end of 3.0, 3.1 and 3.2. We also see the Warrior of Darkness and Elidibus in the Shroud at the end of this patch. Since there isn't a whole lot of Eorzea left to explore I think it's likely that we'll be exploring those locations - and Ala Mhigo might not be an actual capital city that we visit but Thavnair will instead be our base for the next expansion. It's an island, after all - and it's been teased that the next expansion might revolve around water and swimming.