Was it ever said who Raogrimm made a pact with to become the Shadow Lord? I remember people saying it was Odin, but I'm thinking that was just speculation.
This is pretty much said almost-directly during the WOTG missions at Castle Zvahl_S. When Lilith speaks to the Shadowlord, she mentions that they are on the same band and under orders of the same guy (which is Odin). More on this during the Lilith question. The hints had definitely been there all along: the demons are Odin's servants, and the fact that demons and orcs take Aldo's sister to sing that song to the dark protocrystal at the Northlands (to free Odin).
Promathia: I don't remember what/who he was. He was a god that was infected with Emptiness and then confined to protect everyone? That's what I think I want to remember, but I'm not sure...
I never finished the last chapters of COP last year, so my memories on this one are from like 5 years ago. I'll pass on going into much detail, but the Emptiness is within everyone, it's not an infection.
First there was Promathia and Altana. Emptiness is Promathia's will, a manifestation of death. In order to keep the emptiness in check, Altana creates the races as a vessel for this emptiness.
Altana and Promathia are in a different plane, which is/was known as Paradise. It's heavily hinted that trying to reach Paradise from Vana'Diel would destroy the world, as it'd return Vana'Diel to Paradise. This is what the Zilart storyline is about.
The reason why Promathia can be brought into Vana'Diel is due to the chamber the Zilart had, which drained the emptiness from the Kuluu. Apparently enough confined emptiness is enough to bring his physical manifestation to the world, as it's tied to him.
The emptiness is what makes the races mortal - getting rid of it makes you immortal, which is what happens to Prishe when Eshan'tarl uses a small device modeled after the chamber on her. The Zilart did not have emptiness within them, which is why they're immortal.
How Odin was able to walk around freely.
While I don't remember 100%, I don't think the Dark Rider is Luzaf. Luzaf would be turned into Odin when the time for Ragnarok came, so it doesn't make sense for him to be Dark Rider you see running around TOAU (I do not remember this 100% and I could be wrong.)
What the Celestial Avatars would do if they ever got free.
If the Celestial avatars ever woke up, they'd want to restore the world to its former state, which is Paradise. The entire point of the Summoner job is to show the avatars the beauty of Vana'Diel, so that they have mercy upon it if/when they wake up so they don't destroy it.
The poster above confused the Terrestial Avatars with the Celestial ones: The goal of the Terrestial ones (Phoenix, Bahamut, Carbuncle, Fenrir, Diabolos) is to stop the mortal races from reaching Paradise, to keep Vana'Diel as it is. This is because in Paradise, Terrestrial avatars are no more than mortal beasts.
Each of them has their way of doing so: I just explained Carbuncle's way (SMN job). Bahamut's is to wipe humanity, Diabolos is to keep humanity "safe" in Dynamis when Paradise is reached, and I don't remember Phoenix's or Fenrir's.
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The WOTG questions are a little messy, because they deal with time paradoxes. While the last missions hint at a neverending cycle where there is no first Crystal War, I think they'll be easier to explain without going into that.
For explanation purposes, imagine an original Crystal War: in this war, the allied forces lose. This will be known as the Lilith reality. Altana then steps in and creates a fake reality where the war ended well for us. This is known as our reality (the Vana'Diel we know).
In the real continuation from that lost crystal war (Lilith's reality), the allied forces are obliterated and forced to look for aid in Odin's strength to survive. Which fits with his nordic Einherjar theme, as the Shadowlord armies are also fueled by him.
Both realities/dimensions co-exist together.
What was the big blue comet in the sky?
Atomos.
Vague question; what the hell was cait sith and what was he trying to do?
The caits (there are 9 of them) are tears of the Goddess, wept during the loss at the original Crystal War. It is revealed in the missions that the Caits open Atomos to go back in time to the original Crystal War, with the intent of having him devour the true reality (Lilith's). This would make the fake reality (ours) prevail and become the true one.
Bandage Face and male mithra; what were they trying to accomplish? Bandage face was an alt version of the guy who killed himself and fenrir using the secret summoning technique thing?
As I was saying, the true outcome of the Crystal War was a loss for the Allied Forces. In the real Windurst battle, Karaha-Baruha can't control Fenrir, and Windurst is burned to the ground in the last assault. Bandage face is Karaha-Baruha from that true reality (Lilith's) who goes back in time with Lilith with his own agenda: helping himself control Fenrir to save Windurst and the Star Sibyl, who he loved. In the WOTG storyline, both Karaha-Baruhas succeed in controling Fenrir and fending off the Yagudo assault.
I don't remember what the male mithra does, but he's a time traveler too.
So I know Lady Lilith is an alt future version of Lilisette (at least i think i know...) but how? she just went all emo?
Like in the other questions: The original Crystal War is lost, and the Allied Forces ally themselves with Odin to survive. Lilith is the child of that elvaan guy (general of the Sandorian forces) and Portia (dancer), and ends up as the leader of the resistance in the true reality after the Crystal War is lost.
Lilith goes back to the Crystal War through Atomos (from the true reality) to have him devour the fake reality that Altana created, and save hers from dissapearing (this is the opposite the Caits are trying to do, as they want Atomos to devour Lilith's reality).
Lilsette goes back to the Crystal War from our (fake) reality to save her father, who eventually dies in our Vana'Diel due to a wound caused during the War.
In the original Crystal War, neither of them has been born yet. The child who would become Lilsette would be born if the Crystal War ended well, and the child who would become Lilith would be born if the Crystal War ended badly.
Walk of Echoes/Atomos what is it?
Walk of Echoes is a combination of the timelines and dimensions devoured by Atomos, and a portal between dimensions/realities. Atomos is an entity that devours time and dimensions. The Caits wake him up to open a portal to the original Crystal War, where a split in realities is about to happen: into Lilith's reality where the war is lost, and into our reality where the war is won.
Atomos is opened with the intent of having him devour Lilith's reality in order to make ours the true one, but Lilith also steps in to use Atomos to her advantage (devouring our reality).
It's also hinted Atomos is actually what the Cait Siths use to create our future in the first place (which means our reality wasn't fabricated until that point), but I don't remember enough to say this is what actually happens.
Egg-or-chicken-first paradox aside with the timelines (which I mentioned at the beginning), I believe that's pretty much it. Like I said, the answers aren't 100% accurate, as it's hinted that everything is actually intertwined (Lilith being the reason the War could end up badly, with us traveling in time the reason the War ends well in the first place, etc), but I think this should give an okay understanding of what happened during the missions.