My info comes from the shows. I haven't used AOG stuff.
Vorlons being from the future - This is alluded to in many episodes from all over the show. The most glaring is in the last episode of season 4, the one with the snippets of future history 100, 500 1000 years in the future. At the end of the episode far, far into the future (I think it was 1 million years but can't remember off hand) a human looking man says "we will create the world you wanted for us" then turns into a sphere of energy and enters what looks like a proto vorlon encounter suit.
The vorlons have used time travel before (granted courtesy of the great machine on epsilon) to send B4 back in time to when they really needed it. Time travel seems to be part of their repetiour of tactics, at least they seem familiar with the technique.
There are other more sublte references and just the pervading mood of the vorlons. They seem not just interested in beating the shadows, but in a certain course of events playing out, they often speak of things to come, "if you go to Z'ha'dum you will die". They seem to know of things that will happen or even should/must happen. Dukhat said the vorlons told him the Minbari will encounter a race known as humans, they will be very important in the coming shadow war, how did they know humans would be important. Kosh was very interested in Sheridan the moment he arrived on B5, he began training sheridan to fight legends. Why so interested in sheridan, he was a good officer and did brilliantly in the minbari war, but he wasn't that legendary that the vorlons should think he was the one and only man to lead the fight against the shadows. It seemed as if they knew not what he had done, but what he was going to do. When Sheridan was captured by the Streib he dreamed of Kosh who said "We have always been here". The Vorlons are very cryptic, but have you ever noticed that if it ever comes out what they mean, they mean exactly what they say. "If you go to Z'ha'Dum you will die" sounds very forboding but that is exactly what Kosh meant, simply and exactly that. "When you reach the end return to the begining", if you look at things the vorlon say and do thinking they are from the future, much of what they say and do makes more sense, and they almost say exactly what they are doing.
I may be wrong but next time you watch the DVD's have "the Vorlons are us from the future" in the back of your mind, so much of what they say and do take on an even clearer meaning. It almost seems they have tried influencing the future/past several times, sometimes it goes one way, sometimes the other, some things may always turn out or at least start a certain way. Sinclair said he had to go back with B4 "I have to go back because I have always gone back" would seem to indicate the several timelines the vorlons have seen he is always valen, while some other things don't alway's go the same way, B5 could have been destroyed at several points in history and in some timelines did, Ivanova's message of B5 being destroyed in Babylon Squared. It seems time isn't set, some things can be changed but some things always seem to happen.
Marcus once jokingly said Kosh was Merlin, "they said he aged backwards and could fortell the future by remembering it", while just a joke he may have been more right than he knew JMS often seemed to like to hide big things in plain sight. As I said I may be wrong, but watch the shows again with that in mind, alot of what the vorlons do make more sense this way.