Just like the Oracle speaks to the gods for the people, the Messengers speak to the people for the gods.
Messengers (天使, Tenshi?, lit. Angel) are magical beings sent by Astrals—the gods of Eos—to help the Oracle and make the gods' will known to mankind through her in Final Fantasy XV. While there are said to be twenty-four Messengers, four are witnessed in the game.
The Hexatheon and Their Divine Host chapter of Cosmogony posits that in the beginning the Astrals fought side by side with mankind yet the deities themselves seldom appeared before mortals. Instead, they sent servants to convey their divine will to the Oracle, a human the Astrals had given the power to commune with the gods. These servants are known as Messengers. This Cosmogony chapter further posits that the Messengers "number twenty-four", implying the number is static.
The Messengers are magical and thus don't appear to age. They can travel anywhere regardless of geography and even time. Though divine in origin, they manifest as earthly beings and thus remain inconspicuous. The three Messengers seen stay by Lunafreya Nox Fleuret, the Oracle, and help her guide Noctis Lucis Caelum to fulfill the prophecy of the True King.
Gentiana is the High Messenger. She is a mysterious, dark-haired and ageless woman who moved into Fenestala Manor to live with the Oracles' bloodline when Noctis Lucis Caelum was born. Gentiana is gentle and has an ethereal presence, often keeping her eyes closed even when moving or conversing with others. She guides Lunafreya to fulfill her destiny as the guide to the Chosen King.
Umbra and Pryna are Lunafreya's canine companions who serve as delivery dogs, relaying messages between Lunafreya and Noctis. They manifest themselves as a pair of white and black dogs yet boast mystical powers.
Carbuncle is a supernatural guardian being who is described as a Messenger in the car decals flavor text. Rather than being linked to the Oracle, it is associated with Prince Noctis.
Lunafreya has grown up with Gentiana by her side, and her two magical dogs, Pryna and Umbra. After being injured in a daemon attack, Prince Noctis of Lucis was brought to Fenestala Manor to recuperate where he met Luna and Gentiana. Luna and Noctis became friends and she told him he was the Chosen King said to save the world one day. Gentiana was pleased the future Oracle and the future king of Lucis would have such a close relationship.
Fenestala Manor was invaded by the Empire of Niflheim and Noctis and his father, King Regis, fled back to the Crown City. Queen Sylva of Tenebrae, the Oracle, was killed, and her children fell into imperial custody. Gentiana and the dogs stayed by Luna as her faithful companions and she regularly sent the dogs to Insomnia to deliver messages to Noctis via the a sticker book. Luna later became the new Oracle at age 16 and began to travel the imperial lands to heal people of Starscourge, a malady that had afflicted the land in recent years.
When a 24-year-old Luna heads to Crown City of Insomnia for the treaty-signing between Niflheim and Lucis, she goes alone, but sends a message to Noctis via Umbra, writing that she is looking forward to seeing him after all the years they have spent apart. The treaty-signing is but a ruse for Niflheim to invade Lucis, and she escapes the decimated city with the Ring of the Lucii, a royal heirloom only the rightful heir to the Lucian throne can wear, her mission to deliver it to Noctis. Luna meets with the Messengers outside the gates of Insomnia and receives the notebook carried by Umbra that brings Noctis's reply to her earlier message. Luna's brother, who works for the empire, Ravus Nox Fleuret, helps Luna and Gentiana return to Tenebrae, their homeland, while Umbra continues to deliver messages between Luna and Noctis.
Gentiana appears to Noctis to tell him of Luna's wish for him to forge covenants with Astrals. She guides him telepathically to forge a covenant with Ramuh, and her watching over his journey is made apparent when she begins to appear in the background of photos snapped by Noctis's friend Prompto Argentum. Noctis makes his way to the city of Altissia where he is to rendezvous with Luna, and meets Gentiana and Umbra at the hotel.
When Luna is killed, Pryna is said to have died alongside her, although her nature as a Messenger leaves this open to interpretation. When Prompto is wandering the imperial snowfields in "Episode Prompto", Pryna leads him to a site of fallen magitek infantry where he comes to terms with his fears and insecurities. Whether the dog's appearance is but a figment of his imagination is ambiguous, but the Pryna acts in accordance to her role as Messenger by guiding him.
Gentiana never returns to Tenebrae, leaving the people there perplexed. Umbra continues to help Noctis, and delivers Luna's final message to him after her death. On his way to Gralea, the imperial capital, Noctis is met by Gentiana and learns her true form is that of the Astral goddess Shiva who forges a covenant with him.
Noctis disappears from the world for ten years. The Starscourge overwhelms Eos and the sun doesn't rise again. After ten years Noctis awakes in Angelgard island ready to fulfill the prophecy and return light to the world. He is delivered a message by Umbra to meet with his old friends, and Umbra accompanies Noctis to Hammerhead where he reunites with Gladiolus, Ignis and Prompto. Umbra stays at Hammerhead as the friends move on, but on the break of the first dawn he awakes on the steps of the Citadel to see the rising sun. It is unknown what happens to the Messengers now that the prophecy has been fulfilled and both the Lucis Caelum and Nox Fleuret bloodlines have been extinguished.
Due to their nature and Japanese name, the Messengers allude to angels—non-physical entities or spirits found in various religions and mythologies. In Abrahamic religions and Zoroastrianism, angels are often depicted as benevolent celestial beings who act as intermediaries between God or Heaven and Earth, or as guardian spirits or a guiding influence. Other roles of angels include protecting and guiding human beings, and carrying out God's tasks. The term "angel" has also been expanded to various notions of spirits found in many other religious traditions. In art, angels are often depicted with bird-like wings on their back, a halo, robes and various forms of glowing light. In Final Fantasy XV the Messengers appear with angel wings in Cosmogony, and are divine messengers and guides to mankind to fulfill the prophecy of the True King.