Provenance is the place of creation and destruction where Vana'diel was born and will end. That's what's referenced by the Caits in cutscene. Based on the dialogue, the crystal off in the distance in Provenance is indeed the Mother Crystal and the stone/crystal referenced in the game's opening cutscene. In fact, the Caits specifically reference the line "it all began with a stone" in their dialogue.
Provenance Watcher is made out of crystal, it wouldn't be much of a stretch to assume that it is just an extension of the Mother Crystal manifest as a dragon to protect itself from destruction. The names of some of its TP moves also reference creation and destruction fairly explicitly.