Feel free to drop your own theories and stuff. I'll go first.
With 2.5 being the closure to the Realm Reborn storyline, there will be somewhat an introduction to the war in Ishgard against the Dravanian Hordes. The new Keeper of the Lake dungeon will be part of the main story as Midgardsomr is one of the Wyrmkings. Thus bridging the gap and also (maybe) explaining the story transition from ARR to Heavensward. Also [MAJOR SPOILER AFTER SHIVA FIGHT] Iceheart asks the player to look to the Keeper of the Lake and see with eyes unclouded the truth behind the war, and to not squander "Mother's gift" as she retreats into the void after her defeat.
Wanderer's Palace (Hard) bosses are all Mamool Ja notorious monsters from Final Fantasy XI. The first being Lancelord Gaheel Ja, the second being Sagelord Molaal Ja and the leader and final boss being Gulool Ja Ja with one of his heads being physical and the other magical attributed.
The bird-like creature in the Hildebrand section is the real Enkidu, Gilgamesh's buddy that was replaced with a painted-on chicken.
The World of Darkness raid will take the bosses from the World of Darkness in Final Fantasy III. The first boss shown being King Ahriman. The hydra-like boss is the Two-headed Dragon which has magically spawned more heads. The three-headed dog is Cerberus. Cloud of Darkness retains her signature particle beam attack from III and Dissidia. Echidna however never made an appearance in the raid trailer. In III, players were supposed to fight the 4 bosses before finally encountering Cloud of Darkness.
The final part of the Patch 2.4 story [AGAIN MAJOR SPOILER] shows Nanamo announcing to Merwylb and Kan-E-Senna that she intends to dissolve both the Syndicate and the monarchy in the belief that Ul'dah would be better off as a republic, and asks that they support Raubahn in the transition. I'm guessing that the part 2 trailer of the main scenario which is shown to take place in Ul'dah is the consequences of Nanamo's decision.
The dragon at the end of the trailer could be the same one from the Heavenward trailer. Speculations that he is another one of the Wyrmkings and possibly one of the following:
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