1. It has been establish that Tidus came from the dream of the Fayth. The specifically; the Fayth dreamt of Zanarkand of a millennium ago. Tidus' Zanarkand is only a memory--a dream--of what once was. The Zanarkand you visit in the game is the actual place.

2. The Yevon Prayer being a Blitzball sign for victory was never clearly explained, as far as I remember. Most likely the Yevonites adopted the gesture due to the popularity of blitzball. It is not uncommon for religions to adopt various parts of secular life or other religions in order to ease the conversion into their own. That's my educated guess.