Well, we do know that the 'old gods' appeared to the people of Thavnair to comfort them and teach them how to deal with adversity:

'Know this, my children. There is more ugliness than beauty in this world.
To live is to suffer. To drink of calamity and drown in anguish. To toil and be tested, always and ever.
'Tis a perilous path you walk. Death lurks in the dark, and is the sole promise that awaits at journey's end.
You will tremble with terror. You will weep tears of anger and despair...
...But do not avert your eyes. See your life for what it is.
Then will you see how the hardships make you strong.
Every doubt reforged as scales for your armor.
Every agony to temper your blade.'

We also know from Radz-at-Han's "Tales of of the Braves' that twelve heroes rose up with legendary weapons to fight against the darkness.

'In an era long since ended
When chaos reigned o'er all the land
Did valiant souls take up the fight
To bring forth Light and cast out Dark
They numbered Twelve, no more nor less.'

Ivon Coeurlfist, who wields the Sphairai, for example, travelled up to Gyr Abania, and both the hero and the place have strong ties to Rhalgr (with his mark sitting in Little Ala Mhigo). Rhalgr's influence in the area seems to date back to the Sixth Umbral Calamity Flood period, after the Ala Mhigans escaped the waters under his star's guidance into the highlands, and the order of the Fist of Rhalgr was founded soon afterwards. Likewise, both Saint Reinette, the Dragoon who wielded the original Gae Bolg, and Halone (whose symbol is three spears) are revered in Ishgard. We have names and details on 10 out of the 12 braves. Now that we're finally in Jalzahn's homeland from whence all that Thavnarian Mist and Radz-al-han Quenching Oil came from, wouldn't it be the perfect time to find out more? I wouldn't be surprised if there was a link between the twelve Braves and the Twelve.

Sharlayan has its own band of twelve heroes - the original Archons lead by Nyunkrepf who saved countless people set adrift during Sixth Umbral Calamity Flood and subsequently built the city that we know today. The 1.x quest Of Archons and Muses speculated that they were actually incarnations of the Twelve. This group later formed the inspiration of Louisoix's Circle of Knowing as well. And given that this is also a Sharlayan expansion, well, it would probably make sense to find out the history about them, too. I wouldn't be surprised if every time a Calamity struck due to a Rejoining, a group of twelve heroes showed up to save the day and minimize the destruction wrought, and they were eventually deified (perhaps in the post Flood period) as a result.

One thing that makes this all slightly confusing is that the 'Twelve' are technically thirteen, with Nald'Thal being a single manifestation of the twins Nald and Thal. Either way, it'll be interesting to find out who these mysterious figures are, I'm sure.