So I just had an idea

Natlan - ronova, she played a pretty big role in natlans story as the god of death. Death was a pretty big part of natlans story so it made sense to put her here

Nod-krai - istaroth, we have gotten SO MANY hints of istaroth in nod krai, and apparently columbina is in a place forgotten for **time**, so maybe she has to remind istaroth of her existence

Snezhnaya - Rhindottir(?), this one is kinda copium, BUT i wouldnt be surprised if she takes a bigger role in future patches, she is connected to Snezhnaya via Pierro, we have gotten alot more lore about the sinners and the hexenzircle, which could be setting up something in the future with Rhindottir, she is definetly going to be playing a big role in khanreniah as one of the 5 sinners and being directly responsible for its fall, so setting her up abit before its release would allow us to know more about her

Khanreniah- asmoday, we dont know alot about her, but we are going to meeting up with her by the end of teyvat and I dont think they'd introduce her before the final chapter, which is khanreniah, so she is basically guaranteed to show up here
Theory about the shades