Another connection is that if you speak with the officers blocking off the south exit to Kugearen, they mention a meteor. Deoxys is commonly associated with meteors, and meteors are always used in the main series to change its form. This is where Anastasia ran, and it could be where she got the DNA to make the Dexoys.
We still don't know how she went from shy to cold, though. Maybe if we're not done going into the past (which I don't think we're done, going by the fact the officer you can save mentions a place called Stoplight City or maybe Spotlight, I forget which), we'll see what caused her personality change and why she joined Team Xen, like we saw what made Vitus/Indriad snap. She seems to be the second in command, having authority over the other executives and dealing with Crawli without much difficulty, so maybe she was the first to join.