just my theory and it might be totaly wrong, but here goes anyways.
first the old gods knew they might loose or was gona loose, but they didnt think we where capable of doing it, they knew about the jailer comming, and that he could beat them, or inprison them again.
now I think this started whit the deafeat of C´thun, he didnt know yet, he thought he could win, but once he was defeated, both Yogg-saron and N´zoth knew their days where numbered.
lets start whit yogg-saron, when C´thun was defeated, yogg-saron most likely realiced that he could not beat what was comming, and he knew we would kill him, and if not us N´zoth would, but he didnt give up, instead he gave us hints along the way about who was realy bad threat, and the people he was talking about was N´zoth, the jailer, and sylvanas.
There is a little lamb lost in dark woods- this directly indicates towards Sylvanas, she is lost, though at this time she doesnt even know it her self yet.
You are a pawn of forces unseen. this is directed to the player, warning about the jailer, becuse when we enter Shadowlands, we literaly will be doing their bidding to help them, be it for the best or not, is to be seen.
Ny’alotha is a city of old, terrible, unnumbered crimes. this is directed towards N´zoth, and it pretty much tells us, yogg-saron and N´zoth are no friends at all, they hate eachother.
now there is more whispers, but most of them has no true meening for the moment atleast.
now N´zoth and some whispers that directly indicates towards the shadowlands and the jailer.
The Veil wanes, His crown will open the way, this has to directely point towards the lichkings helm, albite it is a helm and not a crown, we have to realice, they old gods never said things strait out.
When the arrow finds its mark, the last fetter wll fall away, I know many thinks this is Sylvanas striking down tyrande, but what if it is actualy Sylvanas shooting the lichking, as she did, her arrows weakened him, so she could take the crown.
I alone can save you from what is to come, this is actualy pure desperation from N´zoths side, he knew his days was numbered, but he still tried to convince us that only he could defeate the jailer, he new offcourse in his nature told us directly, becuse it might even be that he didnt know who the jailer is, but he knew someone was comming.
Also due to this, I think N´zoth actualy gave Azhara some knowledge in Nyalotha, that not even she knows about at this point, something that might actualy save us, now it would sound totaly crazy having Azhara saving us, for everything she has done, but think about it, if Azhara gets the knowledge and power to do it, she would, becuse the thing she realy want to is to rule and be seen as a hero, so if she gotten some sort of knowledge now, she would do it or try to do it.
there is no other reason why N´zoth saved her in eternal palace, it when totaly against his nature.
so both yogg-saron and N´zoth knew something was comming something realy bad, and it was not the legion, not even sargeras, becuse they knew he legion could be defeated, but this new threat was far greater, they needed us, but instead of saying it strait out, they tried to manipulate us to join them instead, becuse they could not end their own purpose eighter, what was to corrupt Azeroth.
now also not to forget xalathat, N´zoth actualy never wanted to let her go, but at that moment he had no choise, the dagger was depleated, and even if they both put of a sharade about it, N´zoth knew he had no choise, though what happens next I have no clue.