Okay hear me out,because we know the 2nd umbral calamity was Lightning based, Sphenes reflection was already rejoined with the source so what we see in Heritage Found is a century or perhaps a millenia of Alexandrian advancement in it\\\\'s own pocket dimension fused with the land of y\\\\'yasulani.
With this in mind when we fight Sphene and the key reacts to us using the power of Azem I think we help activate interdemensional fusion but because we influenced it ,it was to the only reflection we are familiar with why else does Living Memory have a sky with weather of all seasons now ?
So I am thinking it appeared on the First somewhere and if it did there is now a two-way gate from the 1st to the source leading to a contintinent called a new world aka Tural coincidence.
(One more thing)
There was a lot of shadowbringer call backs for a reason I\\\\'m sure.