Quite a few takeaways...
1) I am beginning to understand the problem facing Elidibus. The Populares are gaining traction, perhaps as Garlean Purebloods and other citizens grow weary of their struggle to "tame" the Eikons and the costs of maintaining an empire. As Elidibus sees things, an imbalance of Light and Dark is a real threat (the WoD quest chain attests to this, although probably for different reasons to why an Ascian would see it as an issue), and if the Empire is no longer hunting Eikons down, it's possible that the urge to summon them will subside, too. This means the chaos the Ascians wish to sow will lapse, in turn. Elidibus is an Ascian, and so serves Zodiark, and what better way to cause chaos than to gain Varis's trust, kill him and take over the Empire to serve his needs? My prediction is Elidibus/"Zenos" will be the final trial, like Nidhogg, but I don't think Elidibus will die, so much as draw us deeper. The proliferation of Ascians in the Empire could also signal that they seek to consume it at this point, as reading their lore, there are echoes of what they did to the Allagan empire. They are after all harbingers of a civilisation's undoing, hence the themed spells like "End of days", "Megiddo Flame" etc. Overall, Elidibus has been working to a plan since Nidhogg fell, by lackadaisically handing over the "eyes" to Ilberd, which in turn were in Zenos's possession when he merged with Shinryu. Since the eyes absorbed Lahabrea, who knows whether he remains locked in there, influencing matters. Another possibility is that he is trying to place the Empire on an even keel with the WoL, as per the OP, with similar aims: fostering chaos. Yet I think the Populares truly are a wrench in the works for the Ascians. It's ironic, because the Empire is correct in its assessment of how great a threat eikons are, particularly given how easy they are to summon. Overall, although the Ascians are single-minded, their modus operandi can be complex, and even perceived victories against them can work to their advantage, so these are at best surmisals.
Where I begin to wonder is how long will Varis abide with it? He was unsettled by the summoning, so I suspect Elidibus has convinced him of a greater good that is being served through allowing him to assume Zenos's form, but skepticism is beginning to mount; Elidibus is a cunning manipulator, all the same. Varis is not stupid, though, and is well acquainted with what Ascians do, so how long until he becomes an inconvenience? I am hoping Theodric is correct and Alpinaud gains an audience with him, bringing him on board before it's too late. He's one of my favourite characters, so I'd rather he didn't die. I also think there may be fertile ground for cooperating with him at this stage. Over and above this, I want to find out more on whether the Resonance relates to the Ascians and whether Aulus was guided by them, so I would prefer that they did not simply drop this storyline.
If we do get a trial out of "Zenos", I do hope they will do it justice and throw in one hell of a canonical extreme mode, too. I'd like for them to showcase an Ascian in all their might (from a mechanics standpoint), rather than these stupid sidequest scenarios/story dungeons we keep seeing, which don't allow for it because they're meant to be doable by the all players.
2) Yeah, the shadow hunter is OBVIOUSLY Gaius, and it looks like he and his motley crew are picking on some of the weaker Ascians (bearing in mind they follow a hierarchy, so no all are as powerful as Lahabrea, Elidibus and co; even those red masks come with varying degrees of power.) Besides giveaways like the mask, he mentions prior encounters with the Scions. All in all, there is too much evidence pointing to it being Gaius, to dismiss it. It had Mad Max vibes, and I was half expecting Imperator Liviosa to pop out on a magitek bike.

It does prove that purebloods can tan pretty well in the desert.

I also think they may be doing an early tease of a possible Gunblade job. If the Emperor does die, Gaius might be the man to succeed him and put Garlemald on a better track once more. Ascians (or at the least, greater ones) don't die permanently absent certain complex "methods", though, so perhaps he will need our help. I'm also pleased to see that Maxima is genuine in his intentions. All roads now lead to 5.0 taking place in Garlemald, perhaps to help deal with "Zenos" and temporarily push back the Ascian threat - they will never be dealt with permanently on Eorzea alone, and doing so may come with its own risks if Elidibus is truthful, which I suspect he is. Maybe Thavnair or Sharlayan proper will play a role too, but they could be saving them for future expansions. They have provided the right set up (NPCs, rationale for going there, Burn possibly being a pre-expansion zone, etc) for Garlemald.
3) Very much on the fence about Zenos returning. I DID like Zenos a lot, up to Castrum Ala Mhigo, where I feel he began to unravel a bit as a good character and became just plain unhinged. From Elidibus's perspective, striking a deal with him to transfer his soul to another body (perhaps a trick he learnt through Aulus?) makes sense, as it means you have a camouflaged foe on your tracks, which benefits Elidibus, and he could also get the job done if Asahi wavered, as I suspect Zenos is fully on board with Elidibus's plans. There's the off chance that Elidibus is not aware of it, but I doubt it. Zenos is not an Ascian overlord and cannot body-hop wily-nilly without some aid. Also the slights on his looks, like "barbie man"? C'mon... SE knows from FFVII how popular bishonen villains are.

Zenos may lack his father's hardened, square jawed manliness, but he still looks pretty rad.
4) The Yotsuyu part of the story was great. They were able to plausibly convey her motives and also made what was one of the most amazing looking primals to date, music and all. The scenery, the outfit and the overall composition were stunning. I liked how they fit Revolutions and the Garlean anthem into her theme. Probably one of the best musical pieces to grace the game to date. She had a pretty sad story, and in the end I think she came out with a dignified ending that suited her and brought her the peace she sought, whereas Asahi got precisely the end he deserved. Talk about crazed fanboi. It would never have suited her to just be some innocent but ultimately lost girl like Tsuyu. Additionally, it does lend credence to the view that she had developed multiple personalities to cope with her trauma. Hien came through pretty well in all the quests; he's one of the few "good guy" NPCs for whom I have a liking.
Re the OP, it may be that Nabriales was wrong about the Echo being a requirement for Eikonic forms. It may also be that not everything that we
think is an Eikon/primal, is truly one. I am also beginning to wonder whether a Paragon could not perhaps impart or artificially create the Echo in a sense, much like they did with helping Aulus along in creating the Resonance (at least I suspect this is what happened.) So you may be right that Elidibus, or another Ascian, "gifted" the Echo. Yet, I also am led to believe that there may be varying types of transformation and that not all function the same or result in tempering. Perhaps Thordan could "absorb" the risks of the tempering somehow for the Knights, but it's unclear. The Echo as such is rare but not exceedingly rare, unlike the Blessing of Light. I would like more (and more importantly, more coherent!) lore on all these facets.
Lastly, I am hoping we see more of Magnai!