During the Unending Coil of Bahamut the Twelve appeared surrounding Louisoix as crystals, similar to Hydaelyn. Interesting given the gods inspiring primals do not appear as crystals, and that Hydaelyn as a crystal represents the planet itself. Raises some questions there.

Like has been mentioned, I actually wouldn't be shocked if Nald'Thal sharing a body/deity title was because originally there were Thirteen gods for the Thirteen shards, but Thal lost the Thirteenth to the Void. There are weird unaddressed links between Thaumaturges/Black Mages and Voidsent as well as Nald'Thal as a joint deity. Might not be so far-fetched that the Twelve/Thirteen are the Shards. Not sure what the metaphysics would be behind Thal merging with Nald though, in the wake of the Void happening.