WMG / Contra

Pheromone Contra wasn't the original Lucia
As Lucia is an bio-android, she can be replicated. Also, we can unlock her as a character, and have a Lucia vs. Lucia fight. This can be interpreted as a fight between two diffrent replicas. Not to mention, it has been 1797 years since Shattered Soldier, that could be enough time for even an android to break down from age.

Mystery G is the real Bill Rizer
He knows a lot about Bill, and he is dressed in green, just like Bill in the arcade Super Contra. Master Contra would be just a corrupted copy of Rizer's mind.

Mystery G is Lance Bean
Lance has at least once escaped from grip of death, so why not a second time? He knows a lot about Bill, and considers the clone to be more of his friend, than the digital copy called Master Contra, especialy after he passed his test. He also helps Clone!Bill to pay for the damage he did in Shattered Soldier. Mystery G also has a similar lenght of hair to Lance.

Master Contra is a Probotector
With ''Probotector''s replacing Bill and Lance in first few ''Contra'' games, and they reappear in Contra 4, Master Contra, the Big Bad in Neo Contra, could be assumed as a modified Probotector. Also, a comment that Jaguar said on Master Contra could be a hint of this.

Bahamut had a good reason for betraying Dr. Mandrake
In the same path, we saw Dr. Mandrake being eaten/assimilated by his creation. Bahamut saw this on a video feed, and deducted, that this 'Mandrake' is in fact a dangerous, assimilating monster, wearing his old friend's face, and just forced it to reveal its true form.

The Moirai are the same beings as the Creators/God of Inner Space, and Outer Space beings from the Sin and Punishment series
The Moirai, after ascending, split, based on their opinions. One group, who wanted to preserve the Inner Space Multiverse, became the creators, and the other who wanted to save Outer Space, became the Outer Space beings. The people of the Contra-Earth, got special attention of one, or both groups, after discovering their ruins/shrine on Jupiter's moon. The Aliens in Contra are just a version of Ruffians.

We will get a Hard Corps remake somewhere
If we take it with the route that Bahamut is the same guy from Hard Corps: Uprising (yes we know it could be a different Bahamut, but we'll take this one possibility), then his turn would be extremely jarring because Uprising!Bahamut is more of a stand-up lone badass guy, but Colonel Bahamut in Hard Corps really plays like a villain with a God complex. I foresee that there will be a remake of the original Hard Corps where Bahamut's personality gets rewritten to match up with Uprising!Bahamut, so his Face–Heel Turn becomes more feasible and he still retained some of his Uprising traits (or make Easter Egg references to Krystal, Harley, Sayuri and Leviathan), for example, turning him to an Unfettered Well-Intentioned Extremist. Plus, it'll also do good to enrich the story (since there's quite a bit of dialogues in Hard Corps) and the personalities of Ray Poward, Sheena Etranzi, Brad Fang and Browny, even if characterization isn't exactly Contra's biggest forte. Bonus points for the possibility of explaining where the hell Bill Rizer was during Bahamut's coup d'état.