There's actually direct evidence of that in the game. Tidus encounters the Fayth of Bahamut in DZ right at the beginning.
On the matter of Temple Aeons, it's clear that many of them became Fayth after the destruction of Zanarkand. In particular Anima's Fayth is very recent. Do they just feed into the dream of the Gagazet Fayth, or are they dreaming separately? The implication seems to be they are connected.





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