Anyway, I found more stuff about it recently.
People seem to talk about it as if it is official-ish, like the 4Koma comics. But so far, it's one of those Xenogears' side products I hear the least about. It's a shame because it's a novel... featuring Jesiah, while he was still an Element, on a mission (and Grahf is involved). That alone picks my interest. This is probably the only novel about the game. Is it good ? Bad ? I don't know but it exists.
So, someone scanned the illustrations in the book :
All the scans are here : https://www.flickr.com/photos/ozkai/4552314567/
They... obviously took some liberties here (is Hyuga a woman ? what ? *is confused*).
I also found the novel on ebay, here : http://www.ebay.fr/itm/Xenogears-novel-Kami-Hofuru-Monogatari-Naochika-Morishita-Masatoshi-Kusakabe-/310669691325"
I'm short on money but if someone is interested... ?
And I have this japanese link that may give more information about the book (if you can read it, I can only use google translate myself) : http://page4.auctions.yahoo.co.jp/jp/auction/d137821891?8183
I think it would be great if we could translate it and put it on Gobsibb eventually but I know this is hard work (the book has 217 pages, less if we consider the artworks... overall, it must have something like 200 pages of text).