It's confirmed now ultimately that Nakalim are humanoids, a 4 faction of them.

Yet other questions remain:

QUESTION 1: What was first? Mezan, as that is claimed (as of now) or a new contestant - now-a-real-desert planet Sobra?

WHAT IS KNOWN

Sobra:

AND

Slowhands wrote:
(...)2. Nakalim is the name of the faction. Race is less of an issue for them; like the late Roman Empire, they are a mix of innumerable other peoples. Also, to clarify, the Nakalim Lords is the parliamentary council that advises the monarchy. They haven’t really had a Magna Carta moment yet...(...)

AND

from NEXT EXPANSION: HERO ORIGIN

(...)At the peak of their power, the new faction controlled a vast galactic empire and had absorbed many other cultures and species into their own. Although their former glory has dimmed and their power waned, the legacy of this cosmopolitan society remains. (...)

Mezan:

Slowhands wrote:

(...) Officially, the Endless Universe is what is referrred to as a "Second World" setting; Earth does not exist in the timeline.(...)

- The Mezari civilization has been around a long time (though not as old as the Endless), but its history is full of erratic ups and downs (civil war, invasion, over-expansion, etc.) so it never gained the power of the Endless. (...)

AND

Slowhands wrote:

Okay, here we go with a few clarifications:
(...)- The Mezari are the root of all spacefaring humanoid races in the galaxy. I use "spacefaring" to distinguish them from those native to Auriga [ed. mine - that are speculated to be Endless-derivative]

 (...) - To clarify the Mezan / Raian question:

The ancestral origin of all spacefaring ES2 humanoid races is indeed Mezan. However, there were several major exoduses... exodusses... exodi... whatever. The Vaulters were part of an earlier one, and the UE part of a later one.(...)

QUESTION 2: Nakalim's connection to Mezan.

As Sombra is stated to be pretty much the place where they have evolved as a species - - what's the place of Mezan in this? One can asume again, it's a figure of speech for a birth of culture, but how long one man can strawman things? :D

Chronology is kinda wonky - Mezari were a developed and working society by the time of Endless (Grey Owl lore) - and one can assume that all humans identified as such, given that all groups currently known(be it Collective, Vaulters, UE) have a strong foundation myth, strong ties(Pilgrims are closer to Vaulters than Nakalim)- with Vaulters being moreover descendants of firstwave colonists. After all this time, they remember Mezan and are pretty much the same, not undergoing some 180degrees shift that erased their names, language, and history. This is a viable answer, but why there's no mention of it in-game? 

QUESTION 3:  Where exactly are other species of this multispecific union? 

If Nakalim are a faction, not a race - why 100% (sans 2 explicidly stated to be foreigners and Heroes not randoms at that) of art shows them to be an exclusively human-based society? Scientists, warriors, priests, serfs, crowds and royalty - all human!

Have humans not only dominated culturally all others, but also outbred others into extinction? 

I highly doubt that to be honest. It needs a lot of strawmaning to be viable and is a damage control for another space human race. 

My hypothesis: This leaves us with a conclusion that Nakalim are and were primarily a Human Empire, with their throneworld on Sobra.

QUESTION 4: Why Marusia is blue? 

She would be Nubian-brown or Sudanese-black judging by virtually all art and intro but her leader art and portrait. Why others are grey. Grey or blue humans are still humans, if a mutant Horatio counts as one, but a reason would be interesting - why some are grey, some are brown and some like Her Majesty Marusia change colors. 

Does the "blacks/blues/browns" rule the "greys"? BBB are royalty and priesthood, the rest toils as servants, soldiers and "scientists".

QUESTION 5: Is Nakalim society a toxic matriarchy?

Nakalim society is a confirmed matriarchy. One of Nakalim heroes is a trans-male. Given that literally all heroes and people of note are biologically (until proven otherwise) women what's the place of men? Do they even exist? 

QUESTION 6: How a race can squander a multitude of gifts (from the Lost, from the Endless, literally a readymade Empire and a Galaxy ripe for the taking, no civil wars or societal divides) and still be that incompetent and arrogant?

Nakalim are NOT human. Humanoid =/= Human.

Lumeris - humanoid but not human

Cravers - Humanoid not human (yes, two legs, one head, walking upright, hands come in pairs - humanoid insects)

Endless -humanoid not human

Sophons - humanoid not human

Vodyani - humanoid (not originally) not human

Hissho - humanoid not human

+ many others (minor factions)

Mezari is the origin of all human races/factions (Mezari, Imperial, Sheredyn, Vaulters, Foundlings, Bereaved, Pilgrims, Horatio, Sisters of Mercy...), NOT "all humanoids"

Seems Humans were around in some "primitive form" during the time of the Endless, while Nakalim already were a galaxy wide presence during that time.

I don't know what's so difficult to grasp about it. Endless were the dominant civilization. Nakalim existed. Lost existed. Endless hunted Lost to extinction. Nakalim collapsed as a result. Power vacuum gave rise to others, like humans. 

It's all pretty consistent.