I will do my best to explain how it's possible.
Lightning as we know her was in FFXIII.
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That version of her was pulled by Cosmos into the FF1 realm of Dissidia (012).
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Shantotto from FFXI was brought to Dissidia via a Cavernous Maw
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In FFXI we learn the Maws are part of Atomos
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Atomos is said to be a tied directly to The Void and other dimensions. Allowing those like Lilith, Lilisette, Gilgamesh and Exdeath in adddition to others the abilitiy pass between worlds through it.
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Since Shantotto and Lightning are both in the realm of Dissidia and the Maw is there due to Shantotto's arrival Lightning could enter the maw.
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Those same maws appear in around Aetherites during the Seventh Umbral Era
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The maws are confirmed in XIV to be Atomos.
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Therefore Lightning could pass through the Maw into Eorzea.
Lightning as we know her was in FFXIII.
V
That version of her was pulled by Cosmos into the FF1 realm of Dissidia (012).
V
Shantotto from FFXI was brought to Dissidia via a Cavernous Maw
V
In FFXI we learn the Maws are part of Atomos
V
Atomos is said to be a tied directly to The Void and other dimensions. Allowing those like Lilith, Lilisette, Gilgamesh and Exdeath in adddition to others the abilitiy pass between worlds through it.
V
Since Shantotto and Lightning are both in the realm of Dissidia and the Maw is there due to Shantotto's arrival Lightning could enter the maw.
V
Those same maws appear in around Aetherites during the Seventh Umbral Era
V
The maws are confirmed in XIV to be Atomos.
V
Therefore Lightning could pass through the Maw into Eorzea.