After doing some moogle quest in the Churning Mists, I came across Moogle archeologists and here's their finding:


(sorry for the popoto quality)

But from this quest we can learn abit more about Ratatoskr:
1. She had a palace similar to Zenith in the Churning Mist. This suggests and maybe confirms that she resided in Eorzea along with Nidhogg and Hraesvalgr

2. The Skylords of Churning Mists might be all that remains of Ratatoskr's brood

Speculation: The sense of dread the moogle feel might be due to the possibility that this was where Ratatoskr was slain