Spoilers: Zenos' comment in the last cutscene.

[KageTokage]

That roar at the end got me surprised, and then I had a thought, what if it's Azdaja?

Vritra clearly seems to live in Thavnair, he appears there i the trailer and Vritra being a mythological creature in hunduism, it would match with the vibe that Thavnair gives.
So then where would Azdaja be? Clearly not in Othard. He could be in Thavnair with Vritra but Ilsabard could be a good option.
Azdaja is also reference as a mythical slavic, so him being in Ilsabard could make sense (Garlen empire giving heavy imerial europe vibes with particulars to Russia due to huge size and almost always depicted as snowy).

Fandaniel also mentions that the goal was to siphon the Aether from cartenau to Garlemad, with that not working, they have to get it from the dreamer. A creature with huge amounts of Aether screams dragon to me.

Finally, with Endwalker being the end of Hydaelin and Zodiark arc, I would expect to know the situation of all the first brood too as they have a close link to Hydaelin.

So yeah, my theory would be that Fandaniel has Azdaja trapped under the Garlemald tower, using it's Aether to create a primal to temper everything (possibly Anima based on other theories) and they have to use more of it's Aether for that Gateway to the gods thing instead of using the Aether from Cartenau.

An interesting theory, though the fact that they've mentioned basically nothing about Anima other then that it exists in some capacity makes me feel like it's in a role that's too important to be elaborated on since they gave Innocence similar treatment pre-ShB.

However, it could be possible both are involved and Azdaja was used to summon Anima somehow, as a primal of a seemingly world-spanning scale (Assuming the towers are all just extensions of its being) would need a phenomenally powerful catalyst both to be created and continue existing.

Having three of his children directly affected by Fandaniel's scheming also might end up getting Midgarsormr involved in some capacity, and they did mention we should look to the Omega storyline for hints on how we'll be getting to the moon...