The Echoes of Mavolia are the power behind the Thanatos and Mavole (also known as Grimslies) of Mavolia. The first two Archdemons, Anise and Stroud (but not the third, Drakonis), sought to release them.
The nature of the Echoes is mysterious, and Heroes of Mana reveals that they used their host Anise (who contains a mere fraction of their form) to manifest as a curse. They created Mavolia and continue to manifest not just in the world of Heroes of Mana, but in any world with Mana as long as said Mana exists.
Sword of Mana's incarnation of Vandole implies a connection to the Echoes.