Y'shtola's almost died a few times. Her near death experiences at this point are more tools to get her sidelined from the main scenario than any sort of foreshadowing. If you look at it from that angle, Thancred's on the same level of "this person is going to die."

Y'shtola was FFXIV's rep in Theatrhythm before Dissidia's arcade version added her in, so there was already a precedent. She likely would've been in World of Final Fantasy, too, if FFXIV had any love at all in that game.

It's too bad Zenos died so quickly, or I'd pick him out without question. He's the best example of a singular antagonist so far in FFXIV (outside of Nidhogg, wahh). Otherwise, it's a team of badguys like in HW or the entirety of Garlemald in ARR.

Still wondering about Nero, though, but Edda still feels like a more dynamic option.