What's the point with that quite lackluster story in Endwalker?

[Vahlnir]

Where is it canonically stated that a paradox is created when you time travel within the universe of Final Fantasy XIV?

They probably won't be able to answer that, because they (the writers) have not mentioned anything of the sort. The most that has been said in regard to time travel is that we should avoid discussing future events with the locals (like in Elpis) so that our future selves continue to exist. We ended up doing that anyway, and it changed absolutely nothing. It certainly didn't result in any sort of paradox. And the one person with the knowledge required to do anything ended up keeping it to herself, so...yeah. All of that said, the writers haven't really handled time travel very well in Endwalker, so I guess that does leave room for a lot of theories. The whole "convergence" thing that Hydaelyn talked about sort of...came out of nowhere, too. Nothing was changed, because she took it upon herself to keep things the way that they are presently. "Convergence" just sounds cooler I guess. In reality, all she did was guarantee that history was repeated.