Orion and his wife, Kendra are both WoLs and shards of Azem. Kendra's reflection was consumed during the Seventh Umbral Calamity and she woke up in the Source after the fall of Dalamud with only a faint memory of her past and no knowledge that she had moved worlds. She and Orion slowly discovered the truth of her origins through Shadowbringers and their interactions with Ardbert and Emet Selch. 

They are both shards of Azem, whose true name was Janus. Janus was both a powerful warrior and an immensely powerful mage. Their ability to manipulate aether was only rivalled by Emet Selch (much to his chagrin). They also had a unique attunement to dynamis that most amaurontines lacked.

Janus was a talented shapeshifter, often changing appearance and gender at will. They even would take on odd characteristics like cat ears or lizard scales from time to time. Emet Selch theorizes that Janus is some how responsible for the odd forms various humanoid races have taken on since the Sundering.

So what I end up picturing is right before going into the first lightwarden fight there’s this painfully polite discussion about who gets to be the sacrificial WoL. Nothing really gets decided and it kinda just ends cause there’s a village to save. Then the Lightwarden falls and there’s suddenly this absolute bedlam of damage redirection spells and healers rescuing people out of the way until the light ends up in someone and then they all bicker about it anyways.

Purgatorio - Rewrite Edition - Chapter 1: Of Vengeance and Sacrifice

Endwalker Spoilers

“What’s that you’re muttering about?”

Lillian’s voice, accusing and brimming with pinpricks, seared through the Raen.  Disarmed for the moment, Kaida turned to her junior, unable to wipe the surprise from her face.  Her hand dropped quickly, crossing along with her other arm over her chest.  Kaida felt her anger rise in her throat, ever so tempted to give the hyur a tongue-lashing for creeping up on her like that.  But she calmed herself; it would not do to set a poor example for the Scion she was supposed to be training, after all.  Not that any of this was training.  It was only the end of the world but Kaida supposed trial by fire was one way to go about seeing if their newest member was fit for their ranks.

“Hmph,” Lillian remarked, violet eyes skirting up and down the Raen. “I’ve been sent to fetch you. Thancred says your expedition is set to embark shortly.”

There was acid in her tone.  “Your expedition” was almost spat, the hyur crossing her arms at her chest in vaguely-restrained anger.  

“Staying here is just as important as going down there, you know,” Kaida tried to reassure her with one of her soft, albeit forced smiles.  “If something happens to us, someone must needs stay back to ensure the evacuation goes smoothly.”

I tell her this knowing an evacuation is out of the realm of possibility.  There’s no way we could reach everyone in time.  What of the places far from the Northern Empty?  They wouldn’t stand a chance…

But Lillian nodded.  As grumpy as she was at being left behind while the Scions began their desperate gambit into the aetherial sea, she was wise enough to realize the importance of her role.  Prickly as Lillian Willows was, Kaida knew she had a good enough head on her shoulders. Enough to be a Warrior of Light, at least.  

“For what it’s worth,” Kaida said to her, resting a hand on her shoulder.  She was convinced Lillian was about to slap it away yet the Midlander stayed her hand.  For now.  “I trust you’ll do the right thing if things go awry.”

I have to trust you.

“Keep an eye on Thancred,” Lillian said to her and then, at Kaida’s surprised expression, the Midlander rolled her eyes. “He’s the one who dragged me here. To the Scions, I mean.  I still think he owes me a thing or two before he’s allowed to retire from the land of the living.”

“I’ll make sure nothing happens to him,” Kaida replied earnestly and for a split second, she saw the ice queen crack a genuine smile.