As far as any and all of my research into the lore of Destiny 1 and 2 goes, there is nothing I can find anywhere of a guardian retaining intact and untouched memories-much less retain their entire entities.
I do suppose that she could be a new thing, one that nobody really knew could happen (because then it would be documented, what with it being so unique) and yet in direct opposition to this idea Zavala not only seems very aware of her, they've had altercations in the past. Ana Bray has had an ongoing relationship with the Vanguard for who knows how long, and as such a huge figure in Golden Age lore it strikes me odd that she just suddenly appears.
(I'm not even going to touch on how downplayed Xol is as I'm sure someone will or has. Oryx got powers from these things and you saw what he brought to the table.)
Anyway, here's my point/question: Can anyone tell me definitively how it is that Ana Bray knows she is Ana Bray aside from something like 'maybe one of the computers recognized her'?
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Maybe Rasputin recognized her and has been feeding her old memories back to her. Thats the only explanation that makes sense to me. She is supposedly like a parent to the warmind if the new lore is to be believed.