I thought the same thing about the AZOTH connection, but AZ is the King of Kalos from 3,000 years prior to the events in XY, so he's Kalosian through and through. Especially because monarchs usually hail from the country they rule. The exception, of course, is if that country is overthrown by another. But it's purely speculation at this point what the connections are between AZ, Project AZOTH, the Azoth Kingdom, and Magearna… if any exist.
Source: Played X three times, personal inquiries