We still don't really know what Zodiark is so I'm not sure the idea of the moon hatching like an egg is necessarily a sound theory. Hydaelyn, for example, is a crystal in the aetherial world that manifests as our planet in the physical world. If Zodiark is the same then the moon itself is Zodiark; he's not trapped inside it. That being said, we still have no idea what happens when the final rejoining is complete.

Your point about Dalamud is curious though. It may indeed be possible that the Ascians manipulated Allag into putting Bahamut up there so as to benefit Zodiark in some way besides the calamities/rejoinings themselves.