Support conversations reveal that Luna, Odin, and Lazward actually are Severa, Owain, and Inigo. Makes sense, since most of the Awakening kids are said to go off on their own to not interfere with their present selves.

Shara's S-support impliess she's Tharja reincarnated and that the Avatar is a reincarnation of Robin. My guess is that it's actually supposed to be some meta thing with Tharja stalking you (the player) across games.

Haven't seen anything about not-Cordelia and not-Gaius.