My crack theory that will (probably) never be able to be verified. Nael van Darnus was of House Darnus, who were keepers of the knowledge of Dalamud passed down by the Allagans themselves. We've met exactly one other person who can make a similar claim (yes, him), though due to a glitch in the system he never knew about it until it was far to late for us to help him sort it out. When that knowledge properly awoke inside him, though, he began to act according to a will that was, by his own admission, not his own, towards a purpose he didn't care to explain, and he left us with only a name:

Salina.

We know she used the royal blood to pass her memories on to the line that resulted in G'raha Tia, but we have no idea what happened to Salina herself, just that she was the last surviving member of Allag's royal line. So where did she go, and was G'raha's ancestor the only one she assigned a "purpose"? But if you think back on House Darnus, factor in the possibility of a second inherited will, add in Nael's own confusion as to the female form he took...

Bahamut recreated the form of the dominant will residing in Nael's body, and it wasn't Nael. Maybe.