Theory for Save the Queen (Spoilers)

[Seraphor]

Well her name is Gunnhildr, as in Gunnhildr's blades, from which the term 'Gunblade' was derived.
Their roots are in entirely different mythologies... but I suppose it could happen.
Now I think of it, they could introduce a Brynhildr (from XIII) and maybe... Eirhildr (based on Eir just as Gunnhildr is based on Gunnr) and these three Valkyries could become the three faces of Asura.
It would take a long build up though. If Bozja gives us Gunnhildr, then we're not likely to get more than mere hints of the other two, and then eventually face Brynhildr sometime in 6.0 maybe. Eirhildr (or whatever they might call her) may or may not be an active primal in her own right (as the benevolent face of Asura).

Could potentially be the trial series for 6.0
Gunnhildr
Brynhildr
(Eirhildr as a solo duty or dungeon boss)
Asura