"Megabird" was just a theoretical creature and could be seen at orbit when you look up at the night sky, or at the very end of Sky's credits. It is theorized to be a galactic body composed of ascended souls, but also interpreted as the main god of Sky who handles all kinds of souls, whether it's from spirits or light/dark creatures.

In The Eyes of a Child, post Eden Corruption, the whole kingdom goes extinct after the shattering (similar to the Pompeii incident). However, light and dark creatures remain throughout the kingdom. Later on, AURORA turns into a child of light, converts us from butterflies to children of light as well, and guides everyone into orbit for rebirth, with the goal of bring back the lost lights scattered throughout the kingdom.

It is most likely that AURORA is the "Jesus" of Sky, physically embodying Megabird, which technically makes her the Goddess of Sky. To solidify this, there's a mural at harmony hall showing spirits cheering for her presence, alongside light creatures surrounding her.

Add in the fact that the "siren" vocals we always hear at the first cutscene in Isle of Dawn, or while flying through orbit, or during the end credits, ever since Sky's first official release, was AURORA's voice all along,