What of the Dragons of the First?[Theory]

[Nalien]

Does anyone remember what the name of the Dragoon AF gear is this expansion? I think I heard it somewhere, but can't remember. Might be a clue there.

Nah, we still have a Job quest at Lv80, that presumably rewards the sets, and they've said those quests will be a case of use returning to the Source to check in on the Job NPCs. Unless they've gone for another Heavensward style "Weekly Tomestones buy you AF gear" this time, that would mean the AF sets are still Source based.

Isn't Fay2 mentioning the times where Dragons just... pop in the Interdimensional Rift? Middy comes in at the end of Sigmascape and then the one whose name I won't try to spell saves us at the end of Alphascape. So in a sense, they do storm in another dimension.
Now I'd think the interdimensional rift remains a space created by Omega, on the Source, for its little experience. It's not as wide as Shards for instance. SO perhaps Middy and co kind of already know what Omega is up to and what it is capable of, which allowed them to slide in Omega's DM.

No need to even overthink it that much. The entrance the the Interdimensional Rift was right there on the Source. I assume Middy was already in the Rift with us anyway, and him "entering" was more a case of him summoning his "true" form to save us. Hraesvelgr on the other hand, I believe said that Middy told him to come get us, and given he drops us off right outside the entrance to the Rift we've been using, I assume he simply used it as well... In both cases I don't see it being a scenario in which they hopped dimensions at all, they merely used the same door we'd be using.

As such, there is no reason to believe dragons have some innate gift for dimension hopping. Once again I'm just going to point at Crystal Tower, because prior to us traveling to the First, that's the only instance we have of something Source side traveling to the First, and a dragon could easily have hopped a ride on that.