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1. The Dark Crystal
This one has been talked about very often so I'll be brief. At the end of 2.0, we see a dark crystal that looks exactly like Hydaelyn, except it's completely dark/purple. Looking at it now, we can assume that was just the representation of Zodiark, the opposing force to Hydaelyn. Still, the crystal itself was never seen or mentioned again, so there's room for theories there.
There is a crystal formation beneath the platform in the Dark Inside that appears to be this "father crystal". It is, presumably, an equivalent to the mother crystal formed out of Zodiark's aether.

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2. Hydaelyn telling Minfilia to stay behind
This one is a little strange to me. In the end of 2.55, when the WoL and Minfilia are both escaping, Hydaelyn talks to Minfilia and tells her she must stay behind. In 3.2 we find out that the reason was for Minfilia to get caught by the Flow spell used by Y'shtola and therefore got cast into the lifestream. The question, however, is why would Hydaelyn do that? Minfilia could very well have escaped safely with us. You could say that Hydaelyn needed a voice because she was weak and needed a way to communicate with us, but if that's the case did Hydaelyn kill Minfilia on purpose?
The entirety of the events leading up to the Word of the Mother thing always felt contrived and they've never really explained well what happens there.\

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3. Zenos' source of power
Simple question. Why is Zenos so strong? Even before he had the artificial echo and took control of Shinryu, he still beat the WoL in a fight - something that had never happened before. We know he's a descendant of Emet, who's an Ascian, but he uses no magic in battle, except for the elemental crystals he uses to enhance his swords. There is a side story exclusive to the book that explains that Zenos went through intense training and he has always been very intelligent, so is that it? Seems like a very weak explanation to me. I had the theory that he had experiments ran on him, but I'm not sure if that's accurate. I'd also like to throw in an honorable mention to Ran'jit - another character who seems extremely powerful for no apparent reason, even less so than Zenos I'd argue.
Zenos is just that strong, as is Ran'jit. You have to keep in mind, the Warrior of Light is not all powerful. They are strong, martially and mystically, but not unmatched. They often have to have friends along them to be able to defeat their biggest threats, or be empowered in some way. Zenos was explicitly stronger than the Warrior, literally 10 levels stronger than them in gameplay terms. Note how Concentrativity initially acts as a fight ender but eventually "becomes" a raidwide AoE. Similarly, the Warrior never actually loses to Ran'jit, the fights either get interrupted or the Warrior gets stunned. Ran'jit has been fighting against sin eaters for nearly their entire existence, and was trained by his father in now lost eastern martial arts. Beware of an old man in a profession where men usually die young and all that.


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4. Emmerololth
This one seems to be the hot topic now that we know to "remember the names of the convocation members". I'll be brief: Emmerololth "died" when the Isle of Val was cast into the aetherial sea, yet we see them in that one cutscene in ARR which happened after the events of Eureka. Was it a mess up by the writers? Will they fix it in Dawntrail knowing that Galuf will be involved?
This is, to my view, most likely a mistake. We have like two extra Ascians in that bit, since Emet Selch is meant to be taking a nap too. Exposing an Ascian to the lifestream in that way seems like a surefire way to kill them.

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5. Elidibus' words
This one is super weird and it is 100% nothing but for some reason it really bothers me (in fact it's the whole motivation for me to write this thread, believe it or not). When Elidibus gets absorbed by the tower in the end of 5.3, he says the words "Reconciliation. Elidibus. I was needed". Why did he say his own name? I know it's not actually his name but his title, but still, why say it? Is he implying that "Elidibus" is the title given to the one who will lead the Ancients when they need for guidance? Or does the name Elidibus have another meaning for them, something that connects with "Reconciliation", perhaps?. Like I said, it's a nitpick, but there it is.
This quote, I think, was him talking about why he even came out of Zodiark. There was a great divide among the ancients after the summoning of Zodiark, and Elidibus, as the envoy, was needed to reconcile both sides. This was Elidibus' (the title) role in the Convocation, and he tried to stop the conflict.

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6. Future Sight
I've posted this in a thread before, but I'll briefly mention it again. In the Ivalice questline we're introduced to someone who has the ability to see the future using the Echo. As far as I know Mikoto is the only character who naturally has this ability, of course she was captured and now this ability was imbued into other Bozjan personel. Regardless, I think that being able to accurately predict the near future is an incredible skill that is never mentioned outside of that questline, and I personally think it should.
We see how Mikoto's future sight was limited and uncertain. She was sure that she would die in that airship but was saved because she didn't have the whole picture. Being able to see the future means nothing if you can't see all of the future.

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7. XIth Legion and Nagxia
The XIth legion is one of the few who has almost never been talked about. In fact, as far as I know, it is only very briefly mentioned in one of Bozja's field notes, pointing out that they brutally slaughtered an entire village in the Nagxia region. The only reason why I'm mentioning this one is because I think this plot line was supposed to be further explored in 6.0 back when it was still planned to be an Ilsabard expansion (I'm not even sure if Nagxia counts as Ilsabard or Othard, but still) and also Corvos, of course.
They might come back to this eventually, but yeah, presumably they're out there.

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8. Zenos' dream
Ahhhh, this one makes me lose sleep at night. Zenos had dreams of the Final days. Dreams that were mentioned ever since patch 5.2, and were mentioned in 6.0 as well. What bothers me is Fandaniel's comment when Zenos explains to him his dream: "Could Emet-Selch have found a way...? Precious few possess memories of the Final Days." Could he have found a way to what? PLEASE tell me. I think Yoshida later said that it was due to Zenos being a descendant of Emet's and getting some of his memories because of it, but that seems like they just abandoned this plot line, because Fandaniel implies differently. Maybe this was scrapped when they changed 6.0 to not be the Ilsabard expansion?
This one is definitely a case of them setting up something then plans changing. Still never really explained.

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9. The Heart of Sabik
I know, I know. Wouldn't be a list without mention of Heart of Sabik, eh? I know everyone is sick and tired of this one, but even though we got an explanation as to where it came from, we were left with more questions than answers. It has been around since the unsudered days, and was found by Athena? What higher power exists out there and why did it leave the auracite in Etheyris. Was it Ultima? I mean, the real Ultima, not the one we defeated in Ivalice questline? Because if so, then that peaks my interest a lot - Who really is Ultima?
Ultima, the High Seraph, is an interdimensional being that creates auracite. Presumably it also created the Heart of Sabik, as implied by the questline. Ultima is explicitly said to not have a sense of self until it was worshiped by mortals, eventually gaining sentience in a manner like a primal. Basically, a primal summoned on an existing being, not dissimilar to Shiva summoned on Ysale or Alexander summoned on the remains of buildings. It's just that Ultima, the High Seraph was summoned on the interdimensional being known as Ultima. They might still expound on that but it's not that unclear, I think