Ever since we set foot aboard the pyramid ship, I have been musing about the connection between the similarities in form between the artefact 'they' present to us and the traveler (adjacent circles on a spherical surface), which is also seen on some early Destiny concept art (see the linked image). This now seems likely to be a city of the darkness or the race closely allied to it. Also the veiled human female figure seen on the pyramid ship is present in this art work.This is still somewhat outside of the lore, of course, but it's thoroughly intriguing and it seems we're getting closer!
You should remove the question mark as you already pointed out the same statue in Shadowkeep’s story. Also, you can see pyramid ships in the sky on the background of the concept art so it’s safe to say that you are right.