Things happened very differently on The Source (our shard)than on the other shards (The First). It isn't an alternate reality or alternate dimension. Millenniums have passed. Everything in The First is completely different than The Source, completely different paths were taken when The Source split into 13 shards. So there is no alternate Thancred or Alisaie, or any of the Scions. A place may be different because there was no calamity, and some things are similiar, like Lala being a dwarven beast tribe. When Thancred says his line about things changing and not at all for the better, that's because he is in Eulmore and Eulmore = Limsa, which he's referencing.