Solution 9 - Unfounded Speculation!

[Vallavia]

I had thought of this too; just to add (complete speculation):

(Some of) The Steppe people believe that their souls reincarnate, unless they go to the House of the Crooked Coin which takes their souls. From what we have seen in S9, they have some kind of "Soul Supply", which implies souls are...transferable? Able to be stored? Whatever the case, we already know this from our ability to transfer souls from the First back to the Source.

Azem (and/or Azeyma), the "Sun God", has places of worship just like the other gods (Azim Steppe, Qarn). City-states also tend to be related to a particular god (Gridania being Nophica, Ul'dah being Nald'thal, Halone Ishgard, llymlaen Limsa, Thaliak Sharlayan, Nym for Nymeia and Rhalgar for Ala Mhigo).

Based on typical Mesoamerican motifs and nomenclature from FFXIV, I -guess- that either Tuliyollal itself or the City of Gold is Azeyma's city. We have subtle connections I feel: "Dawn Father"; Sun and Gold being symbolically connected (Major symbolism in Mesoamerica, but also the alchemical symbol for "Gold" is the same Sun...the same symbol on our Azem crystal).

Now, all that said, I think if S9 were to be a "God's" city, it'd be Byregot, but the connection to Crooked Coin is intriguing and for it to be in Tural around/near the Gold city lends to lots of speculation. Honestly, I wouldn't be surprised if Tuliyollal itself IS the city of gold (or built on top of it).

Of note, the other gods without cities to date are Althyk, Menphina and Oschon.
Also of note, the ancient cities (Amdapoor, Mhach, Gelmorra) that we know of largely evolved into other modern ones. We're not sure if they worshiped any one particular god over another.

I do think you're on to something, but I just wanted to point out for additional context that Belah'dia (and/or whatever ancient civilization previously built the temple at Qarn) held Azeyma as its patron (and Nym had Oschon, but that's less important). All of the cities with specific divine patrons are also exclusively in Eorzea and all worship the Twelve, so I doubt that a city in Tural would be dedicated to Azeyma specifically but rather the broader syncretic concept that spawned her and Azim, namely Azem themself (probably by a different name). We already know Azeyma's connection to Azem (anticlimactic and utterly uninteresting as it is), but we have yet to see what Azim's is, and like you said I think all of the sun imagery shown in promotional materials and in-game text combined with the matching House of the Crooked Coin design clear on the opposite end of the world is almost certainly a meaningful connection. Or they're just throwing out red herrings to generate community buzz, they've already done it once promoting this expansion...