I suppose this depends on where Diabolos took Scathach's coffin. He went through a void gate but whether he actually fled to the void or merely used it as a means to get to somewhere else in Eorzea was left ambiguous. If we were to end up chasing them into the void we'd run the risk of things being a little too similar to the Crystal Tower saga. I think ultimately we will have to end up at the Yafaem Saltmoor but how things lead us that way I honestly couldn't guess.

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Somehow I don't think we would ever be able to go into the voidsent realm, I mean everyone tends to have a panic attack whenever even a low tier voidsent mistakenly crosses to Eorzea... Besides VA we never really see many differing kinds (ignoring the very dumb theory people keep telling me of how auri are part voidsent) so if SE wanted to be disingenuous and say oh we cross over but somehow just encounter moderately low level voidsent what luck! I don't think it would happen and it kind of seems like bad writing.
Didn't the devs confirm that the Au Ra actually are indeed part voidsent? The horns are meant to emulate the succubus look. Originally people thought they were part dragonkin but this was categorically shot down, with the voidsent connection implied instead.

The World of Darkness is indeed the void as well, with the Cloud of Darkness being one of the rulers, and Scathach apparently being another.