Yes, the messiah thing is something that's been mentioned before. It's been something that occasionally comes up because Tyr had the bones of the guy who was...umm...the previous messiah (I can't exactly explain it myself). The Nietzcheans expect a genetically identical Nietzchean to be born, who would be the new messiah. Looks like Tyr is the daddy.
By the way, Dylan now has the bones locked up where Tyr can't get to them. They're relics, and I guess whichever Nietzchean pride has them is seen as the most prestigious pride.