Part of me wonders if they are the Cetra, as that was my initial opinion. Another part of me wonders if they might be some sort of break off from Sephiroth much like his "shades" in Advent Children since they also had the black smoke visual effect going for them as well and usually anything colored black in VII is associated with him or Jenova. Overall, I feel them being the Cetra would be less damaging to the narrative.