Nanamo's desire to transition Ul'Dah to democracy; Coerthas struggling with the loss of the orthodox church that once made its social structure so rigid; Hien not really sure of what the future holds now that there's no 'bad guy' in the form of Garlemald both to hand him a mandate and to keep the alliance together; Gyr Abania having an internal struggle about the forced occupation of now-conquered Garlemald - all these little doubts and rifts that could have been explored, had we not needed both Elpis and the annoying prelude-to-Elpis whose primary additions to the story were "annoying trivia that confuses the story because it is clearly someone else's story" which themselves seem like context enough for a plague of hopelessness.
I'll preface this that I'm going off of memory so I could be misremembering, but,
I don't really view any of those as hanging plot threads -- Nanamo's democracy desires were explored, largely in post Stormblood stuff, although I think in HW as well.
Coerthas does explore that through post-HW stuff as well as some of the role quests in EW (and the MCH job quests, too, somewhat.) The occupation of Garlemald is also addressed throughout EW, most notably with the twins (although not just with them, specifically.)
Doma, I think there was some stuff in the role quests but my brain is foggy.
I do think that they just kinda glossed over a lot of it and went through it at light speed, so, fair enough.
It still boggles the brain that Zenos was clearly resurrected to be the player's foil; whose apathy is clearly supposed to be the antithesis of the player's altruism; who could easily and perfectly fit the role of "conduit of overwhelming hopelessness;" who was unceremoniously sidelined in the story so we could introduce the oh-so-memorable character of Meteion.
Yeah, Twitter Personified was annoying as fuck and as other people have pointed out in this thread, Fandaniel is a barely functional retard. I do think that there was a need to tie all the Ascian shit in with 'the End Days', but, as you mentioned, all they needed to do was make Zenos the literal antithesis to the WoL (and make him a manifestation of dynamis/Hermes' 'guy', like how Hydaelyn made the WoL 'hers.'