This is how I understand the Communion of Saints, -- the Saints in heaven in union with God, but I do not understand how the model where the souls all without exception await the Final Judgement in a state of relative discomfort, that you described earlier, accomodate the Saints in heaven. Are they also "in an unnatural state"?
Humans are not spirits. They are bodies with spirits. That is how they were created and that is their natural state. Obviously, that is not the case with the souls of the departed. Something is missing.
Remember that God created Adam in Paradise; that is where huanity started and that is where humanity will end. We are just making a looooong detour to the beginning. We know the beginning and we know the end. We just don't know why. We believe it is because we chose evil; Protestants think God intentionally corrupted His perfect Creation because "its His party and He can do whatever He wants." Take your pick, but the end result is the same: at the Final Judgment, the souls and the bodies are reunited.
The only Saint we believe is not in that state is Theotokos.