I thought it was interesting that none of the non-Westerosi stories of the Long Night seemed to associate it with Westeros, let alone seemed to believe it, or anything that came with/during it, had in any way originated with Westeros. (Admittedly, Yandel's writings here are necessarily truncated.) People have been wondering for a while why the Red Priests never seem to associate "Azor Ahai reborn" with Westeros/the Wall, and this could be the answer: their legends might not even mention the idea of the Long Night originating in Westeros, let alone contemplate some sort of Westerosi-centric battle.
I see people pointing out the possibility that Azor Ahai (at the very least, the person or people that were the source for that particular hero) really did have nothing to do with defeating the Others/the Long Night in Westeros, but was responsible for fighting some conflict in the eastern region(s) that actually mention him. I think that makes a lot of sense, not just logistically, but also thematically: ASOIAF is written as generally Westerosi-centric, but GRRM has also gone to pains to highlight how events outside of Westeros are ignored at one's peril. The point might be that the Long Night is coming to all of Planetos, and while the series will primarily focus on the Westerosi "theater", that doesn't mean that success in Westeros will necessarily save the rest of the world, as threats will be arriving on multiple fronts.
If Azor Ahai really was based in the general Asshai-esque region, then if the Red Priests are correct that Azor Ahai will be reborn (admittedly, they may not be---it's interesting how TWOIAF attributes the legend of a hero with a sword to Asshai, but seems to attribute the naming of that hero and the idea of him being reborn to the Red Priests, themselves of uncertain origin), then the point might be that "Azor Ahai reborn" is supposed to fight on a front in the east, not in Westeros. (That would cast Quaithe's apparent attempt to get Dany to head for Asshai in an interesting light.) And if there's a prophecy that a hero associated with a particular Eastern region is needed to reappear, then by implication, something terrible is probably about to hit in the East around Asshai.
The legendary backstory of Yi Ti mentions its origin as a Golden Empire ruled by demigods who literally descended from an "entity" (the Lion of Night) threatening the Golden Empire during the Long Night. It also specifies that this empire included "the holy isle of Leng". Given what supposedly dwells beneath Leng, what does it mean that people in Yi Ti considered Leng "holy"?? What, exactly, was being worshiped in Yi Ti prior to (and maybe during?) the Long Night? Was the Lion of Night just one half of an "ordinary" dualistic light/dark religion, or might he perhaps have been more in line with the Old Ones/Deep Ones/General Lovecraftian Horrors category of gods? (And what might that mean for the Maiden-Made-of-Light? Or even R'hllor, given the possible similarities between these two dualistic light/dark religions?) Supposedly the Bloodstone Emperor "practiced dark arts, torture, and necromancy" and "cast down the true gods to worship a black stone that had fallen from the sky", with obvious Lovecraftian implications. But it might fit with the underlying Lovecraftian theme that seems to permeate the history of Planetos if perhaps the "true gods" being cast down in Yi Ti weren't of a particularly different . . . nature . . . from that newly arrived "black stone". As in, maybe it wasn't evil fighting good, or even weird fighting ordinary. Maybe it was "Lovecraftian horror" fighting "different Lovecraftian horror" with humans caught in the middle? (Or themselves embodying those "Lovecraftian" horrors?)
Supposedly the Hyrkoon "were sacrificing tens of thousands of the zorse-riders to their dark and hungry gods", and while we don't know what the connection is between the legendary "Hyrkoon" and the Patrimony of Hyrkoon, that "dark and hungry gods" part is rather sinister. And given the extremely sinister nature of Asshai, what does it mean if the Asshai'i consider someone a hero? (And why would the Asshai'i in particular (Mel's delusions notwithstanding) venerate someone who fought against darkness, given that Asshai is supposedly a place steeped in darkness?) I keep coming back to this, because if the stories of the actual entity that the prophecy refers to originated in Asshai (nightmare central), with a possible counterpart in a Yi Ti that considered an island home to Lovecraftian horrors as "holy", and possibly with a connection to Hyrkoon ("dark and hungry gods"), I'm left with the question of whether we can assume the force fighting "the darkness" in this region was by implication any less terrifying than the thing "causing" or "arriving in" that darkness.
The Rhoynar aren't mentioned having stories of a hero that saved the day; they have stories of a bunch of lesser river gods "join[ing] together to sing a secret song that brought back the day". That could be a reference to the COTF, as they're associated with singing. It's not clear if the woods walkers are literal COTF or a cousin species, but nothing in their description seemed really different than what we've seen with the Westerosi COTF. There's quite a distance between the Kingdoms of the Ifeqrevon and the Rhoyne, but if woods walkers once lived in the Forest of Qohor, the logistics might work out. (I was going to postulate some water-based cousins to the COTF---"the ones that sing the songs of water?"---but . . . maybe the Deep Ones, or some river-dwelling equivalent, are water-based cousins to the COTF. Which goes back to the point about what "sides" actually existed during the Long Night, and whether it was necessarily all of the humans vs. all of the nonhumans.)
We know the Five Forts sit to the northeast of Yi Ti's borders, which makes no sense if they were raised to combat a threat initially coming from anywhere to the west. And the Five Forts were also, according to some stories,