Honestly I feel like they were designed to be born from Nidhogg and Hraesvelgr's broods respectively but later changed to be from the East to better fit with Yugiri's storyline and not throw an added narrative complication into the Heavensward storyline. Though that's just baseless speculation on my part with nothing to back it up beyond my impression of their final appearance and their concept art.

As they currently stand in lore however they aren't dragons. The character creation screen also goes out of it's way to dispute it as well.