These are just some general thoughts that I've had:
Sothis is most likely the goddess, and the goddess and the obligatory Fire Emblem dark god are one and the same. The evidence here is that Sothis has the same headgear as the Church lady, and yet her design also features the crest/symbol on the cape of the guy wielding the whip-sword.
Speaking of him, he's probably related to Byleth. My money is on that he's Byleth's true father, who gave him to Jeralt to raise for some reason. The evidence here is that Byleth seems to get his sword as a Prf eventually, and Fire Emblem Prfs are usually only able to be wielded by those who have a certain bloodline, with a few exceptions.