It's Hydaelyn (Venat).
Well yes, but actually no.
Cosmos returns from the brink after her Warriors' victory in cycle 13 (Dissidia), but Shinryu traps her in a nightmare world along with Cid of the Lufaine where Chaos keeps winning until he goes insane from amassing too much power; a group of heroes arrive to put a stop to it by defeating Feral Chaos (Scenario 000 a.k.a. Confessions of the Creator, the postgame of Duodecim). Cosmos is still alive along with Cid in World B following the story's close, but given it's bound to collapse without the cycles to maintain it, she's probably still dead.