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Replica, who has the same strength as Arthur and the same absorbing powers of "It". Meaningful Name, anyone?
Bluebird in Ultra is a LOT calmer than usual. Connor and her are implied to be an Official Couple (The movie ran with this idea). The brilliance of this is that half of her Yandere craziness comes from Connor not openly declaring his love for her.
Vlavy and Allera. They both look like Exie. Its then said in their stories that Vlavy is a demon born when Connor commited a regretful act while Allera was born to redeem Connor's soul. They're Angel/Demon clones of Exie because they were born due to Connor killing Exie.
There are five bonus bosses in Forsaken Chronicle 5.
In Ultra, Exie appears in a heaven-like stage, contrary to her usual street stages, and she appears to have a slight echo in her voice. When you think about the whole What If? nature of Ultra, one can only speculate what happened between Connor and her during that timeline. This relates to an above entry as to why Connor and Bluebird would have gotten together in the first place.
Connor has dialogue in that game if he wins with less that 10% of his health that confirms Connor killing Exie.