See, my thought is that the first place he walks into won't be expecting a fight right out the gate, so he's got the strength of basically sucker-punching the first place he aims at. Sharlayan could probably muster a terrifying defense if they need to (we've never seen them try but we'll give them that credit), but if they don't, then literally the only barrier to killing at least a few leaders is 'kind of a lot of stairs'. Limsa's a lot harder to attack, but if their guard is down then it's entirely possible he can kick off his assault with an attempted murder of the Admiral right on first meeting, and who the hell knows what becomes of Limsa if she dies.
Both Sharlayan and Limsa are awful second targets because of the defenses they can rustle up when they need to, and frankly most nations in the game are also terrible first targets. But I genuinely just believe he could sucker-punch the most likely first targets.
Going the other direction is an interesting question. Leaving aside Meracydia as a wildcard since we don't have an exact place for it, the first place he'd hit is probably Hingashi. Hingashi proper is gonna stop him right away; even we haven't met their leaders, there's no way in hell Zoraal Ja gets far enough in to take any serious territory or take down any major leaders, although I could definitely see him getting a few islands. He's unlikely to skip over Hingashi to get to Doma and the Azim Steppe, but he does have a better chance if he somehow does. If he hangs south he gets to Nagxia, which is hard to read; it's the only chance he's got to strike a mainland right off the bat, and it's probably roughly on Doma's level of 'puts up a good fight but is still a bit of a mess', but without knowing their leadership situation it's hard to say if Zoraal Ja's approach would get him anywhere meaningful, or just end him capturing a few seaside hamlets.
Basically, hitting Othard probably gets him lesser immediate gains, but in a way that probably also makes him less enemies.