I have found a way to make Fenrir work in this game as a Primal

[subteraneanbird]

snip.

Odin is not alive. Odin is still sealed in Urth's Fount. What we fight is his shadow, because the seal has been weakened after the Calamity. This is also why a bunch of people wandering around can just up and kill him.

Bahamut is not alive, in the traditional sense. Bahamut is being sustained by artificial prayer technology developed by the Allagans. This is presumably much more efficient than aether so Bahamut wouldn't be draining it at an accelerated rate (though some of the dialogue DOES indicate he is still doing so. There are unusual readings which is what leads to the discovery of the Coils to begin with).

Neither of these are comparable to what you suggest, a Primal that is well and kicking, running around Coerthas constantly and that we can't kill cuz he will teach us new axe moves.

It's not gonna work.

EDIT: Here's the relevant text from the Ramux EX quest.

Frixio
Walking one is most welcome in these ones' home. The gentle sighs of winds and trees and brooks told these ones of walking one's peaceful words with Lord Ramuh.
These ones also heard that thunderous one challenged walking one to battle. This one is certain that Lord Ramuh was pleased with walking one's strength.

Dellexia
And such strength walking one has! Arrow-shooting ones often tell grand tales of walking one, and these ones are glad to call walking one friend!

Frixio
But this one must warn walking one! Touched ones have summoned Lord Ramuh once more, and this time with an offering of many, many more crystals!
This one does not think thunderous one means to bring judgment to Gridania─after all, Lord Ramuh made a special promise to walking one.
It is the intentions of touched ones that concern this one. Touched ones yet act in fear...and in hate.
Even should Lord Ramuh ignore touched ones' destructive wishes, his presence alone drains the land of aether.
It is not just Gridania, but the entire realm that thunderous one threatens.
Life will seep from the soil; crops will wither and die. Then, though Lord Ramuh will it otherwise, walking ones will go to war over what remains.
This one begs brave and courageous one to fight again!
Touched ones must understand that summoning thunderous one is futile! That thunderous one respects the strength of walking one!
Thank you! This one knew walking one would do the right thing!