where is our "Sephiroth"?

[Alenore]

Lightning was sent in this world by whatever being decide where they go (not versed in XIII!), Shantotto made a diemsnional travel spell and is the most powerful being in XI, Gilgamesh always had the ability to travel between worlds, and Cloud of Darkness is a void (which apparently links all worlds) being.
Sephiroth is a few cells in the lifestream.

Could have worked if he did use the Planet as a ship though! (omg Dalamud 2!)

[Balipu]

Lightning was sent in this world by whatever being decide where they go (not versed in XIII!), Shantotto made a diemsnional travel spell and is the most powerful being in XI, Gilgamesh always had the ability to travel between worlds, and Cloud of Darkness is a void (which apparently links all worlds) being.
Sephiroth is a few cells in the lifestream.

Could have worked if he did use the Planet as a ship though! (omg Dalamud 2!)

How about this? Cid of Lufain finally opened a portal to escape Shinryu and the portal opens to Eorzea. Of course such a portal heavily disrupts the aetheric flow so the Scions (and hopefully HIldebrand) is sent to investigate. Inside the portal you bump into several of the iconic heroes and villains of the franchise who were summoned there by Cid to help free him- Basically like what he did in Confessions of a Creator.