Okay, LOTS to process here
First of all, the way Rocks tells Imu he's a fan of Daavy Jones implies that he was real and that Imu probably knew him. Im willing to bet that like what Joyboy is to Luffy, Daavy Jones is to Rocks and then Blackbeard. This would also explain why just goes stabby on Luffy, Shirahoshi and Blackbeard's posters, they all have ancient predecessors that Imu hates. Vivi to Lili too.
Rocks even seeing Imu implies that they are inherently connected. Him saying he'll be back really does make me think he's still alive in Blackbeard because narratively, thats how you close that loop
Oda is definitely going for something big with this character and how it leads to the main plot for sure