Do you have any specific headcanons or thoughts about Nidhogg's relationship with Midgarsormr?
So many... I have so many thoughts. My favorite thing to do is overthink about Nidhogg's relationships with people so uh- I apologize for how long this is about to get
Dragon's are atypical to most creatures, especially those on Eorzea, biologically they follow some similarities but this is a species with a sixth sense (literally) tied entirely to their emotions that dictates a large quantity of their strength and fortitude. And also allows them to communicate with one another entirely through sensing the others feelings. So relationships tend to be very complex and go really deep.
Nidhogg's relationship to his siblings and his father is one of fierce loyalty and deep aching love, but also in some parts resentment. By the time he was hatched, Midgardsomr was already reincorporating, which means essentially, he was already in a death state. A deep slumber, able to interact with his children primarily through that sixth sense. At the time of his hatching, Bahamut and Tiamut had already hatched and left the nest, and Hraesvelgr had just hatched not long before. Shortly after his hatching came Azdaja and Ratatoskr, twins essentially.
(While almost all of the first brood weren't related by blood, Midgardsomr having taken his own eggs and those of several others and escaped the Dragonstar, they all regarded him as their father. Those actually related by blood are Tiamat, Vrtra, and Midgardsomr, and, Azdaja and Ratatoskr. Anyway-)
Nidhogg wasn't afforded a lot of time by dragon standards to get to know his father beyond their time in the nest. Something he would regret later. Their interactions were short and sparse due to Midgardsomr needing to reserve his energy to reform. Midgardsomr was a loving father who tried for all he could to impart good lessons upon his children and they looked up to him for his worldliness and his guidance. He was simply overjoyed that any of their species was alive at all, whoever they would become was more then enough for him.
But Midgardsomr saw a lot of promise in Nidhogg. Out of all his siblings hatched thus far, he by far had the strongest emotions, and the most promise. He was a bit loud and stubborn, but he was exactly what Midgardsomr hoped he would find in one of his children. And before the trio, barring Azdaja who insisted on waiting for their final sibling to be born so they wouldn't be alone, could leave the nest, Midgardsomr named Nidhogg as his successor as world protector.
One of them would need to act as this world's guardian when the Omnicrons inevitably found their way across the stars here, and he gave that duty to Nidhogg. At the time, he was very proud to wear that title, even despite knowing the weight of that responsibility. It gave him a bit of a chip on his shoulder. And a developing complex to live up to this expectation set upon him. He wanted to make his father proud, he wanted to protect this world as his father had and let their species rebuild. He needed to be strong and unwavering as his father wished. It is part of what shaped his ideals as he continued to grow and develop.
When his siblings began dying, he felt powerless to stop them, too far for him to be there to do his duty. How can he protect this world if he can't even save his own siblings? The last seven living children of the dragonstar ticked down to six, then five. Tiamat vanished, presumed dead, four, then Ratatoskr. His grief was a wisp, building, at the time, the strength of his emotions that his father praised and prided him on was never checked for stability. And he was beginning to grow jaded with the title his father gave him, this world was killing the last of the dragons, this world scarcely wished to be protected, it had accrued enough proof it was perfectly capable of protecting itself with the way the people on it were built for violence. He grew bitter of the people of this world, mortals. Disliked them, distrusted them.... What did this responsibility mean to him now? This duty made him feel isolated from his siblings, in a way. He alone held that weight. He had questions with no answers and his father had long since been silence. The one he looked to for guidance was quiet now. He had to make his own answers.
Ratatoskr was the closest, when she died, something snapped. He was right there, and he still couldn't protect her. He was consumed entirely by a grief unparalleled. The emotions he'd cultivated, strengthened, believed were his power, the same ones his father lauded, devoured him with such ease. When he cried out to his siblings, a song that could be heard from every corner of Eorzea, when he called for retribution, for justice, for answers, they were silent. Midgardsomr was silent. Nidhogg's isolation grew, his grief took another name and became rage, and he lost himself in it all. Once again he made his own answers.
Now, after his death, after everything, he feels resentment. He has learned that the Omicrons did come, and someone else protected the world from them. He was right, this world could protect itself. He's learned that his father's silence ended when the Warrior of Light arose. The duty that Midgardsomr had given HIM as world protector had been passed to the Warrior of Light all unbeknownst to him, and where he failed, they succeeded. His father travels now with the very same Warrior, who felled him, who succeeded him. And all the same Midagrdsomr is silent to him. His own father cares more for this mortal.
There is much he wishes he could say to him, so much that it tangles on his tongue and he can't make the words. He feels abandoned, by both his siblings and his father. He feels betrayed. He feels alone. He feels discarded. He feels like a failure. Deeply, he loves his family, he loves his siblings and his father with everything he is, he wouldn't have labored so hard to avenge one of them, pent up grief from the loss of the others and the sheer force of the loss of Ratatoskr, completely undoing him. But never once did he feel as though he'd earned his father's praise, never felt his pride. He hasn't heard a whisper from him since leaving the nest. He failed Midgardsomr as his successor, failed the world in his bitterness, failed his siblings in not being the protector he was supposed to be, failed Ratatoskr in not saving or avenging her.
In some part, he wishes he could speak to Midgardsomr again because he needs to know why he was set up for failure, why all he has been given is deafening silence since. But he's terrified of the answers. Of the confirmation of his fears. He isn't even sure he wouldn't crumble all over again and be lost again to his misery if he even so much as saw his father again. Or his siblings. He's scared of what they'd all have to say to him. So he continues, making his own answers.
TLDR: He loves his father, but he feels very unloved by him in return. And he resents his father, and fears that his father feels he is a disappointment and a failure. He wishes he could get answers, and doesn't want to hear them.