Couple of Stormblood Lore question.

[Anonymoose]

Yotsuyu was not a Doman?

She was, she was just accusing them of not seeing her as one.

Yotsuyu
I was nothing to them─less than nothing! I wasn't of their flesh, I wasn't a fellow Doman, I wasn't even a person. I might just as well have been dead!

It's descending stages of dehumanization. Not their family, not their neighbor, not a person, not a living thing.
It's what she felt like - abandoned. (Again.)

There are several references to her being of the Naeuri clan, so she's almost assuredly Doman by blood.

Also, are all the Au'Ra originated from the Azim Steppe and then they left it, some underwater some to Doma and Eorzea?

All of the Au Ra are from Othard (as far as we know) but they've moved around a lot.

The Xaela seem to have consolidated on the Steppe for a very long time.

Except long ago, the Raen consolidated in Yanxia under the command of an Othardian warlord. When other warlords saw their potential, they too sought out Raen retainers. Through these times of strife, the Raen were scattered far and wide and completely integrated into the cultures that they joined. This is why you see them everywhere, but it feels like you've never truly "found" the Raen. Sui-no-Sato is merely a group that stayed together and went underwater to escape the ceaseless fighting above.