This is rather a lot to parse out.

Like most things, I'd argue our track record here is mixed.

Personally, I'd like to think I've become quite adept at figuring out some key plot points as the game's gone on - I figured out G'raha would become a permanent member of the cast from his closing line in 5.0 alone ("Wake up, G'raha Tia. This is no time for napping!"), replete with memory transference. There are others, but that's probably the one I'm proudest of.

Personally, I don't know where we're headed yet. "Review Heavensward" is about all we've gotten, and other than tenuous links to Lunar Bahamut (the moon is stated by Hydaelyn to be Zodiark's prison, while dragons featured heavily in HW) there's not enough information for me to make a good guess other than "The moon, maybe?" Estinien is likely to take back center stage at least for dealing with Lunar Bahamut, but as things stand I can only throw out rough ideas (Going to the moon? Primal Varis? More Beasts of the Final Days, as per the Amaurot dungeon?)

Whether or not one had predicted we were going to the First depends heavily on when you ask. In 4.3, there was absolutely no indication we'd be doing anything other than going to war with the Empire and trying to root out the Ascians infesting it. Then 4.4 happened and Thancred fell comatose in a strategy meeting without foreshadowing of any kind, with Y'shtola and Urianger following suit in the patch's ending. That opened a huge door, and though it was not yet certain we'd be abandoning the warfront entirely, we'd definitely need to figure out what the kupo was going on. Shadowbringers was officially announced prior to 4.5, so...

The problem with trying to guess 6.0 as things are now is there was just so little forward movement in 5.4. We spent lots of time whipping up the treatment for tempering, working out its logistics, and implementing it to help get relations between the Limsans and kobolds on the mend there was little time for much else. Case and point the dungeons: Matoya's Relict was all about getting the Mother Porxie made here as part of the patch's (mostly) self-contained story, while aside from being a pretty huge lore bomb the Burn thematically fit in with Shadowbringers (as an aether-starved land, the Burn is more or less a microcosm of the Empty on the Source).