FF's are not connected and are not part of the same Universe.
FF world work more like parallel universes where similar things happen and similar entities exist. They are very similar but not quite the same.
Like Cid for example. He is always the tech engineer guy associated with machines and flying ships.
So please stop connecting them. The only things that may be exactly the same and traverse through the universes are things SE made canon like the Lightning event where the same hero from XIII traversed through universes to our world.
Omega could be the same Omega as XV but could be not. SE didn't clarify this so it's not canon.
Midgarsomr nope. I killed that guy in XV so he can't be. Plus he was way smaller and not scetient.