I thought I knew where we were going with Zenos (guy who keeps trying to get into fights with us) and then we found out we were going to the 1st Shard and now I'm a lot less certain.

Elidibus is much more straightforward. He's an Ascian and he's trying to cause a Calamity. The only question is how SE is going to show us in-game what he is doing. And for all we know, he might just decided to follow us to the 1st Shard. Since he's an Ascian that would be easy.

Zenos himself is a lot more complicated. The last we see of him, he talks about getting what is his back, only it's a tad ambiguous if he's just talking about his body or if he includes the Garlean Empire with that too. If he's just talking about his body, I could see him trying to make for the 1st Shard too to fight us. He's got the Resonance, so that might be close enough to the Echo that he could do whatever we did. If he's talking about getting the Garlean Empire back under his control, then I don't think we'll be seeing him until after 5.0 is done. Sure, we'll see him taking (or trying to take) back the Garlean Empire, but that's going to take time since no one knows he's alive yet and I can easily see that being a reason to get back to the Garlean Conflict once we finish saving the 1st Shard and come back to the Source. The only thing is, Zenos has admitted to not caring about Garlemald, so I don't know why he would be interested in taking back Garlemald.