So I was watching support conversations between Laslow and Odin. And they basically confirmed Severa, Inigo, and Owain are the same people as Selena, Laslow and Odin. And they mentioned something about a mission.
So I have a headcanon:
Fire Emblem Fates is a prequel to Shadow Dragon which also makes it a prequel to Awakening. I think Severa, Inigo and Owain went back in time to stop Grima. I think they are trying to stop Anankos, because maybe Anankos is Grima with a different name. So that is why they went to Nohr and became Leo, Xander, and Camilla's retainers. To travel to Valla and stop Anankos aka Grima.
And there is my headcanon.
Just needed to get that out.
