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I'm thinking of not being the "masked man and uplifted bear" they met, but being past alternate selves. Just so it smoothes out the past characterizations with our characterizations. And since it'll take a long while to read all the catch up (they give highlight notes. but so far i've only read the most recent 10)
That would work. Future Zellgato and future Gristlethorn could have been the ones that the other PCs met. After finding out who 'Ms. Grey' was (April) future-Z jumped back in time to warn you and get you out of the timeline. They (future Z and G) risk messing up their own histories so as to get you to safety so that they can put a stop to FATE and April.
The characters would know very little except what future-Z told them.
World 12's original timeline is probably unrecoverable from all the interference, but alerting you to one of FATE's first operatives before it was even created is the best chance World 12 would have.