Neco Arc Chaos and Neco Arc Destiny have a sexual relationship, unbeknownst to the other Neco spirits.This is hinted at in Episode 6. Neco Arc muses on whether the Neco spirits are siblings since they all have the same face. Some ominous music comes up, making both Neco Arc and Neco Arc Babbles very nervous, although Neco Arc Chaos and Neco Arc Destiny don't show any visible reaction. But the implication is that if that were so, something would be very wrong ...
The other Neco Arcs are not new characters
Neco Arc is AvengerThink about it. This solves EVERYTHING.
Episode 6 ABSOLUTELY PROVES that Zouken does not exist outside the Heaven's Feel route.This is obviously canon. In this episode, Zouken is conspicuously absent, but most importantly, we see Rider's status screen. Her name isn't filled in and Shinji is considered her master, which is true all the way through to the Heaven's Feel route. This proves that we're not in that route, and Zouken not appearing means he doesn't exist anymore. He's not forgotten - he's there in the flashback - but he dies between then and the non-HF routes.
Phantasmoon is Raging Against the HeavensHer enemies, Card-Carrying Villain Akiha aside, tend to be anthropomorphic mushrooms. Say, just like the Author Avatar of universe creator Kinoko Nasu...
Arcueid used her Marble Phantasm in the volleyball gameJust to screw with Ciel.
Everything in Carnival Phantasm is all part of Arcueid's dreams after going to back to sleep after her true end in Tsukihime.obligatory Grimdark WMG.
Ahnenerbe is a TARDIS, and the cats are all Time Lords.
The show is the result of the Servants meeting the goddess Nemesis and asking for what they were due: some funNemesis is the goddess of Rightful Retribution, meaning she brings horrible punishment to the evildoers and happiness or good fortune to the good people, especially the ones who have suffered much. The servants had all suffered a lot in life, and when they met her they demanded the fun they were due for... And because of Nemesis' sense of humor and the fact they were owed a lot of fun, she created the crazy world of Carnival Phantasm, bringing in the characters from Tsukihime because they were due some happiness too and she was already in the area.
Casters Cosplay Fetish is Canon.She would love to dress up Saber in her costumes, in fact she was the one who designed Saber Alter and Saber Lily. She would dress the other girls too if given half a chance.
The unseen character whose hand that Saber is reaching out for in the end credits is either Irisveil or Shiki Ryougi.
Like with Fate/Hollow Ataraxia the events of Carnival Phantasm are caused by Rin performing experiments on reality.