I'm going to need W&H to be against The First manifesting in physical terms

That would be especially true considering elisi's point that the First is supposed be eternal, with W&H as the young upstarts. (I think I was distracted with the First always looking like Buffy.) If they'd been working with the world for so long, they wouldn't want the First rushing in and ruining everything.

Although they do have other worlds as well - they had a presence, at least, in Pylea. Would that affect things?