Shiva is the last primal of this set and YoshiP has said that following Shiva they're going to move away from the whole primal storyline in 3.0. That doesn't mean we won't see more but they won't be released with each patch as they currently are and they'll hopefully be less throwaway than the ones we currently have. We know that Bahamut and Odin both have huge amounts of story to follow up on so we'll likely see both of these two again. Alexander will almost certainly show up at some point since he's a perfect fit for the Allagans as some kind of hybrid too (which we know they were working on).

The hows and whens of all this is up in the air though. We know that certain things are definitely coming... just no idea when.