As EaraGrace already covered, most of the battles that the dragons fought on Etheirys had nothing to do with Hydaelyn's pact with Midgardsormr, and instead were direct feuds between the Meracydian dragons and the Allagan Empire, and later Nidhogg and the Ishgardians.
Additionally, Midgardsormr is here in the first place because he fled his home star, ultimately because of Omega, but apparently it was under the combined assault from both the Omicrons and Meteion's despair. Even if Hydaelyn knew that was what he was fleeing, and could tell him where Meteion was hiding, that doesn't mean he would want to try to face her. He and his children are safe here, his home world is already destroyed, and he probably isn't capable of fighting Meteion anyway.
For all we know, maybe she did tell him and he wasn't interested in going.
(Am I remembering right that one of his children told us he described Etheirys as the last bastion of hope, or something to that effect? That would suggest he at least knows that the rest of the universe is lacking Zodiark's protection, which would further suggest that he also knows what Zodiark is providing protection against.)
Alexander isn't really the direct-communication sort, but those bits of advice aren't necessarily useful anyway (except re. Misija perhaps). The Scions seem quite aware by now that they want auracite on hand whenever possible, and Urianger seems to be regularly producing new ones. And as for Fandaniel, firstly if he doesn't possess Asahi then he'll probably just find someone else, and secondly - as you said - it may be that it ultimately is just part of the precise path of events that will lead us to Meteion and successfully resolving the whole thing.
I think playing those quests supported the lore we get in Endwalker while maintaining the "no direct follow-on unless the quest is mandatory for MSQ beforehand" rule.
The Binding Coil is key family history for the Leveilleurs and also for your own relationship with Alisaie. It also means you've seen the original Ragnaroks (which don't seem particularly ready to use) to get that callback.
And being familiar with Omega just means you're going to get a lot more recognition out of its appearances in Ultima Thule. The first clues I had of what was going on there were recognising the Omega-style architecture in the fort and then looking around and realising that this was the ruins of Midgardsormr's world as shown in the Alphascape battle with him.
And then of course there's getting to the Omicron base and recognising the architecture on a large scale, so you start connecting the dots with it, instead of it probably looking completely alien and unfamiliar to a non-Omega player.
It also establishes that Midgardsormr is currently sleeping off the encounter with Omega, not just absent for reasons unknown.
Midgardsormr was never in the presence of unfamiliar dragons to my awareness. Are you thinking he's still travelling with us? His consciousness has withdrawn to Silvertear Lake and the minion is just decorative now. He says that when he leaves us in the Omega quests.



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