So apparently there's going to be a "Part 3" to this so-called "Final Season" that airs next year. This show sure is getting a lot of Final Seasons. I don't get why they called this whole thing "The Final Season", it's really three separate seasons at this point.
As I understand it, Ymir had three daughters, then after she died, her body was chopped up and fed to her daughters, which split the Titan power up between them. Then her daughters had a total of nine kids between them, and the process was repeated, which split the Titan power up again into nine powers. And then they stopped subdividing it, so that's why there are nine main Titan powers.
And Eldians were already a huge ethnic group well before Ymir showed up, so that's why there are non-royal blooded Eldians now. They aren't all descended from Ymir.
The Attack Titan's unique power is to send memories back in time to its past users. So when Grisha saw Zeke and Eren in the future, Eren was sending his memories of that moment back in time to Grisha in the past, so Grisha was seeing himself and Zeke from Eren's point of view. So Grisha knew everything Eren was going to do, and he went along with Eren's plan.