Hydaelyn at large (is there a compilation of info yet?)

[Enkidoh]

Sharlayan
Far-northern island nation (is it beyond Ilsabard?) (http://eu.finalfantasyxiv.com/pr/wor...hreats/content)

Sharlayan is actually not a northern nation but actually is (or was) one of Eorzea's six city states - on this Eorzea map released back before the launch of the original version, it was clearly marked as in the Dravanian region north-west of Coerthas and Ishgard, but definitely still on Aldenard (on that map it's the walled city in the north-western corner of Aldenard, directly under the image of a flying dragon and next to the word 'Dravania' written in Eorzean script).

As you noted though there was dialogue in the original game that contradicted this map though by stating it was on an island, leading some to suggest that maybe it was both - part of Aldenard, but maybe situated in a body of water that surrounded it, much like a castle.

There was also at least one NPC in 1.0 who also referred to Sharalyan in the past tense, seeming to suggest the Empire had already conquered and destroyed it, but no other evidence has come to light to clarify this point. In any event, from all information available, Sharalyan is definitely a part of Eorzea.