And I wasn't suggesting that Lenne was from DZ, although the view we see through the sphere looks a lot like the architecture of DZ. It shouldn't be surprising since the real Zanarkand influenced DZ. However, the image in the sphere doesn't match the Zanarkand Ruins we see in FFX and FFX-2.
Well...ruined cities don't generally look exactly like the way they were when they were still standing, especially if they were devastated on the scale that was implied in the game. I highly doubt it would be DZ because apparently (SPOILER)Shuyin is the 'real' version of Tidus and he and Lenne were from real Zanarkand.
But you have a point about the fayth dreams i didn't think of that. So there probably are still unsents wandering around...but Yuna wouldn't be able to still send? Obviously she's lost her summoning powers and the ability to send with it.