The Jailer's endgoal is to draw out Elune. Everything he and Sylvanas have done recently had in some way a connection to her.The attack on Teldrassil, Tyrande as the Night Warrior, showing an interest in Baine (taurens have a connection with Elune too. They call her Musha), capturing Anduin and converting him. Seeing as Anduin is tied to the Light. ""Anduin Wrynn considers Elune to be another expression of the Holy Light"Elune is probably a First One.
To everyone who finds an issue with Dawnkeep being the origin of the Naaru, this article doesn't actually claim that. It's just a missing a comma."the place where her kind first emerged in Revendreth and is most saturated with the Light".To native English speakers, should pretty obviously be read as"The place where her kind first emerged in Revendreth, and is most saturated with the Light".