Assuming they're not ascended raksha or from other, stranger origin, and that the Primordials arose by chance in the Wyld, I personally would envision their creation as a series of Essence-eddies building up steam, growing in complexity, and clicking over into godhood before the natural processes of the Wyld could unravel them.
The Wyld, after all, is the forge of infinite potential—it is the all-set, the every-set. It doesn't just randomly vomit up seven-headed chickens that are quickly transformed into eggs which hatch into songs of heartbreaking strangeness. The Wyld is a cauldron of bubbling potential. It may form a semi-sentient mathematical lemma that desperately seeks its own completion, and never finds it before being swallowed back up again. The Wyld forms two contradictory theories of gravity, tearing apart everything that has briefly become physical over the span of a million waypoints, before forgetting both. It posits a ninth sense through which to perceive the universe, revolutionary until discarded to become a second temperature axis separate from heat and cold.
So it creates a Charm. This Charm, apropos of nothing, sucks up a great vast eddying whirl of potential energy and spreads itself, fractally, erupting into a dozen branching paths, which curl in on each other in elaborate spirals. This delicate abstract pushes outward, onward, its many branches beginning to describe the spiral arms of a galaxy, and then, becoming more baroque in their expansions and recursions, seven wings. The Unshaped begin to look up, puzzled, as they feel a great power building mass, trembling as it races toward dissolution, the point where the Wyld will inevitably swallow it back up—and then the impossible happens. A Charm writes itself which declares, "I AM." The Wyld trembles. More follow: I have a body. I have a mind. I have wings. I am all of this power. I am Oramus, the Dragon Beyond the World. In its first breath, it draws in all the substance and power available within a near-infinity, and for the first time, infinite potential is dwarfed, and meets something it cannot discard to begin anew.