Yes, the whale skeleton is just a whale skeleton. The twitter user is mistaken the fins for wings...
Really think trying to connect every Zelda game together in one coherent narrative is a pointless exercise, also known as wanking.
Zelda games are never about the story. The story is a paper-thin excuse to give you a good game to interact with and the story will ever matter as much as the cool puzzles and mechanics to Nintendo. They can't risk writing themselves into a corner that would fuck with the actual game mechanisms. That's why the characters are so stereotyped and one-dimensional, the story often so thread-bare. Be a hero. Have people give you quests. There's a kingdom (in ruined more often than not because it give the player more freedom and give in-game justification to the exploration), put some kooky characters in it to make it feel lived in, there's a princess to save because it's a tried and true formula. It's dangerous to go alone, have a pointy sword to stabby-stabby bad guys with.
Those are great games but the story is almost always a weak point.
They sometimes manage to extract something poignant (In Ocarina of Time but it feels accidental) but in BOTW for exemple a lot of npc repeat too often, are stuck in very narrow loops and you can really tell that your interactions with them are limited. The Champions are also vastly under-utilized.
The answer to how all the game connect together is in the title: it's a LEGEND being told and retold, slightly differently each time.
Legends have different iterations, they are transmitted orally, their narrative is fuzzy and the details are prone to change based on who is telling the story. It's not a saga or a tv show they are not chronologically linked.