Fenrir would HAVE to be linked to Odin. I posted my theory/idea in the Odin topic of the Lore section.

Alexander would probably be Ishgard's guardian primal, much like Ramuh is the defender of the Sylphs/Gridania.

Phoenix would probably be a summon from a new beast tribe in Southern Thanalan (past the ruins where the zombies are, hence the whole death/rebirth theme).

Cerberus, I think, should be another voidkin like Diabolos. Just makes more sense that way.

Still waiting for Silver Tear to be revived and having to fight a revived Midgardsormr.