Barbatos was the one who gave you the infinite glide and gun.
I'm kinda confused by the start of the story. You and your sibling are from another world and yet know of this worlds Gods? Or Did the traveler just assume the god came from this world? Also if they did know of them wouldn't they know which god it is from the power she used?
And didn't they say the gods give people visions and yet anyone with a vision can eventually become a god if they get gnosis? Is there a real god that gave the first people visions who then digivolved into gnosis using gods and they in turn gave vision to other people or what?
I think Piamon is the original body of the unknown god or something like that and that they then possessed your sister/brother.
You don't "need" her though. She just makes all the open world content including bosses much easier. You can run over to torches and light em up with another fire user as I think most don't extinguish after a certain amount of time. You don't need to group up the mobs the Oceanid boss spawns but if they are attacking your doll you don't have to worry as much about your health. The other bosses are safer to fight with a ranged character but the other fire chars are gunna burn em down quicker.