That's a fairly smart idea, and plausible. In the absence of any further elaboration around 'what Azem was up to' (and any further time travel mechanics around this), it's more than likely that each of their fragments have been through multiple lives over the past 12000 years, and there's not necessarily a need to account for all of them individually. Any heroic spirit through the ages could have been an Azem fragment.

My personal hope is that when the game wraps up down the line, the Fourth reflection from the Source turns out to be Earth, with the implication that the players all have a little bit of Azem in them.