I actually thought they handled Haurchefant's death really well in regards to the impact on characters at Dragonhead.
Nothing visibly changes, but talk to people and you can see the impact it's had. Not every single NPC gets new dialogue, but a lot of core ones do. Yaelle and Corientaux in the main hall, Medguistl and Ninne in the northwest building, Aurelle and Theobalin on the ramparts, Francel and his assistant Stephannot at Skyfire Locks, and even Laniaitte if you detour to Camp Cloudtop. (And of course Artoirel and Emmanellain in Ishgard - once they eventually reappear after being absent for some time.)
(Note that the script formatting puts both their initial dialogue and post-Vault dialogue under the same heading, presumably because it changes mid-quest rather than at the beginning. Also Corientaux's dialogue - the "what do you do here?" tourist information - doesn't show up because it's arranged in menus rather than normal talk.)
Speak to them immediately after, and they're in shock, struggling to believe it. (Corentiaux can't even get through his usual script. He gets a sentence or two into it and cuts off saying he just can't.)
After completing Heavensward and again post-Dragonsong, their dialogue changes as they begin to come to terms with it.
Francel stands out in particular - as well as his comments when you talk to him, which are rather lovely, you can also encounter him up at Haurchefant's grave near the Steel Vigil. That was a really potent moment for me, actually - I went to find the place as soon as Heavensward's credits were over, and could see someone walking up ahead as I approached, and then I realised who it was.
I know at some level it's all just pixels on a screen, but having gone there expecting to be alone and to find him there... it was beautiful.
I hope to see his story arc continue through further installments of the game - whether he can become actively involved in the plot again, or they just continue updating dialogue like this. I think it would be interesting to see him interact with Emmanellain too - I can see them not liking each other much in the past, but now things are changing, Emmanellain is going through his own story arc of maturing, and also presumably they'd be working together to some degree.
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As for Nanamo, I think people underestimate the significance of those events to her, just because nothing outwardly changed. But it's a turning point for her, where she realises the consequences of her naively reckless actions, and begins a shift towards being a true and competent ruler. (It's worthwhile reading her side story For Coin and Country.)
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And there are definitely mentions of the heretics after Ysayle's death. Remember that we returned from slaying Nidhogg (the first time) just as a band of heretics had broken into the city, and Ysayle intervenes and orders them to withdraw. Nidhogg is dead and the Dragonsong War is ended. (See journal entry here.) I'm not sure if we hear from her again between then and Azys Lla, but that's the primary reason that they have withdrawn.
They're also mentioned a couple of times in terms of reconciling with the Ishgardians during the Dragonsong arc.
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Oh, and some random could-be-important-later trivia I found while getting links... Matoya's talk dialogue from the end of Dragonsong mentions that Alphinaud had been going through her books researching how to "untangle entwined sources of aether" - at the time it must have been for rescuing Estinien from Nidhogg, but who knows where that sort of arcane knowledge might come in handy for a future plot point...?



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