I think he is probably more realistically refering to Eorzea's native races. While Au Ra have come to Eorzea, their actual number compared to the other races would be quite small and for the most part they would still be seen as foreigners even if they have settled. When most Eorzeans think of the races of Eorzea they would probably still not think of Au Ra as among them.

That isn't necessarily racism. Its just the Au Ra haven't had enough presence and impact on Eorzea to 'stamp there mark'. Further their cultural differences wouldn't have had much of an impact yet. We do know that the Ishgardians did discriminate against them though we haven't seen any such examples yet from the other nations.

Honestly it seems less likely. Gridania does discriminate against Duskwights but there is a history there and they will discriminate against people not accepted by the Elementals. Ul'dah generally doesn't care if you have coin. They might discriminate against beastmen but if you had a highly wealthy and business savvy beastman they would probably find a lot of Ul'dah quite willing to accept them since money talks a lot in Ul'dah. Ul'dah's discrimination tends to be wealth based. As for Limsa, they are a very diverse nation already and we see beastmen walking around its cities.