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    Pre-Reveal Guesses 
Several characters thought dead will be found alive
  • HADES. Obviously, going by the after credits sequence from Horizon Zero Dawn.
    • Answer: Confirmed. Albeit briefly, as it dies shortly after running into Aloy. Because of course she kills it.
  • Rost was reported buried by Matriarch Teersa. However, despite him obviously being severely wounded, we don't see his body, and asking the Matriarchs to report him dead to Aloy would fit with his insistence on leaving her after she succeeds in the Proving.
  • Ted Faro. We receive no reports of his death after he murders the Alphas, and he's said to be riding out the Apocalypse in his own private bunker. Either he's going to appear as a cloned Distaff Counterpart to Aloy, or he'll be another AI based off the original Faro's memories.
    • If we're going by the ending sequence, SOMETHING activated HADES and knew how to do it. A cloned or replicated or cryogenically frozen Faro could very well be insane enough to maybe do something like that, considering his eventually luddite views. Other than HADES, obviously, if anyone on this list is coming back, my money's on Faro.
    • Answer: Confirmed... from a certain point of view. The biological organism that was Ted Faro did indeed persist to the modern day, thanks to life-extension technology. We don't hear much from him besides incoherent roaring off-screen, as the life-extension technology used on him had... mutations. Which compounded over time. It's probably for the best we didn't see him on-screen.
  • Dr. Sobeck. This one is more of a stretch, given that Aloy apparently finds her body at the end of the game, but her face seems awfully well-preserved inside her environment suit, suggesting it's more of a computer projection than an actual image. And even Sylens admits that if anyone could figure out a way to make herself immortal, it would be Sobeck.

The Glitch and the Faro Plague were orchestrated by Far Zenith
The Glitch was no accident; of that we can be certain. A disturbing prospect, yes, but also one that raises several important questions. Who could have been responsible? Why would they do such a thing? And why were the two instances of the Glitch striking separated by nearly a thousand years?

Let us assume that there are no aliens involved, and the Glitch was in fact engineered by humans. Leaving aside the question of motive, this means one of three things:
  1. The hack was not intended to cause global sterilization, but got out of control and did so anyways, and the creators were Hoisted By Their Own Petard.
  2. The hackers intended to pull a Taking You with Me from the start.
  3. The hackers had an escape route.

Given the fact that the Glitch made a sudden reappearance via a "transmission of unknown origins", its masters are still around and we can discard possibilities 1 and 2. So who could have hacked the swarm and escaped global sterilization for all that time? The answer to that question is the Far Zenith organization.

Putting together some of the stray bits of information from the Apocalyptic Logs in Horizon provides a highly compelling trail of clues. Far Zenith was responsible for reviving the Odyssey interstellar colony project after its initial failure. They were a largely-anonymous "futurist consortium" claiming to include 77 of the world's wealthiest individuals. (Now, if that doesn't scream "shadowy, sinister cabal" I don't know what does.) The Odyssey took years to set up, and finally set off during the Faro Plague, only to suffer catastrophic failure — or at least, that's according to telemetry.

A reconstruction of events goes as follows. In the late 2040's, the already titanic Faro Automated Solutions begins work as a military contractor and is soon dominating the market. At a certain point, it creates the Chariot Line, which any Genre Savvy person can see is a doomsday device waiting to be triggered. FZ, likely with the help of inside information/assistance, create the override mechanism that would become the Glitch. Meanwhile, the nations of the world are developing the original Odyssey. FZ manages to fatally sabotage the mission in 2057, leaving the ship a "heap of space junk (...) in graveyard orbit" and its developers all too glad to be rid of it. The consortium can then publicly step up and offer to take over, thereby gaining control over an interstellar colony project. When Odyssey has progressed far enough, the Glitch is triggered, unleashing the Faro swarm upon the world. A new urgency is added to Odyssey's success, and cooperation with the Zero Dawn project even nets FZ a prototype version of APOLLO. As things get worse down on Earth, Odyssey, with the conspirators safely aboard, leaves for Sirius (or parts unknown). As it exits the solar system, it transmits a false telemetry signal, faking its destruction.

In reality, the conspirators are simply biding their time in cryosleep until conditions on post-sterilization Earth normalize. Odyssey, full of the seeds and zygotes intended for a colony, can be used to re-seed Earth as Far Zenith sees fit. With the APOLLO education system at hand, they can even raise and indoctrinate fresh new generations of humanity, all according to whatever ideals they might have.

Unfortunately for them, however, Earth is not the blank slate they were expecting upon return. With the planet already terraformed and the Faro Swarm shut down, Far Zenith has no choice but to turn to hacking once again. They manage to track GAIA's signal to her source, and HADES is unshackled to undo the annoying complication she caused. That is, were it not for Elisabet Sobeck throwing yet another wrench into their plans...

Heinously evil beyond Cartoonish Supervillainy? Yes. And yet, too many pieces of the puzzle fit. Particularly so if one considers that a "zenith" is the highest point an object reaches before it comes back down again.
Osvald Dalgaard, representative of Far Zenith: "We are devoted not only to extending humanity's legacy beyond this solar system, but also to making the world... sexier, I suppose. More interesting (...) Here's where I get to blow your mind. Very exciting. We are not interesting in escaping a dying world. For us this is not an act of panic or, ah...adrenal survival reflex. The Odyssey, under the stewardship of Far Zenith, will be a triumph, not a retreat. This is why we will succeed. Why we already have succeeded, really."
  • Two words: Dear God.
    • Answer: Semi-confirmed. Zenith is the Big Bad of the game, having hurriedly turned themselves biologically immortal when Elisabet Sobek and Travis Tate caught on to their attempt to steal GAIA for their own benefit, and making their way back to Earth with a rather imperialistic and casually brutal attitude towards the "primitives" left over. They didn't turn on HADES though - that was their own A.I. Is a Crapshoot creation, Nemesis, who hates them for forcing it to be a librarian for a group of arrogant assholes to the point of wanting to destroy their homeworld so they have nowhere to run.

HADES will return... as an ally
When Aloy reached HADES and inserted the override, the software explicitly said that the Extinction Protocol had been purged. HADES, now free from an obligation to end all life, becomes a key figure in finding the origin of the Glitch and stopping it once and for all.
  • Answer:Jossed. While HADES does return, it does so captured and in a pathetic state courtesy of Sylens. While the information Sylens was able to probe out of HADES was valuable, it was not given willingly and ultimately HADES perishes at Aloy's hands for good. Unless there's another copy of HADES out there that everyone noted in the cast from past and present somehow missed it's safe to say HADES is gone for good.

The Antagonist will be HEPHAESTUS.
It is already stated in-game that he has been altering the robotic eco-system through hacking the cauldrons to create more dangerous machines such as the Stalkers and the Thunderjaw among others to kill human beings, considering them as a "threat" to the machines he was made to build and care for. It is hinted in-game that he is the cause of the "Derangement" seen in the machine eco-system which was triggered at the time HADES became possessed by "The Glitch" and broke free from its shackles.

In contrast to HADES, HEPHAESTUS will not be aiming for global extinction, but sole human extinction instead, creating a living world where its robotic eco-system can exist without the threat of humanity breaking and plundering it. A Well-Intentioned Extremist, in a sense, which Aloy has to stop before mankind faces a personal end at the hands of this artificial blacksmith.

  • Answer: Semi-confirmed. It is confirmed that HEPHAESTUS is the cause of the Derangement, and the main goal for much of of the game is to make GAIA gain enough strength to be able to properly contain it and reintegrate HEPHAESTUS back into itself. However it is not the main antagonist, that would be Far Zenith, and in the end HEPHAESTUS actually helps the allies indirectly thanks to Beta letting it loose in the final battle to take out the Spectre Army.

The other A.I.s will have unique robotic bodies of their own as bosses and Aloy will be forced to subdue them in battle.
Considering that an AI learns from its mistakes and the Cauldrons are capable of creating anything required through light printing technology, the other A.I.s will learn from HADES' mistakes and build themselves robotic bodies capable of holding the Horus computer cores capable of containing them alongside with providing their own mobility, offensive and defensive capabilities as well. These forms will have Morphic Resonance with their namesakes and become Colossus Climb-style battles as Aloy is forced to take on in order to reclaim the rouge A.I.s in her quest of repairing GAIA (as the subsystems themselves, with their granted statuses as own A.I.s, would refuse in giving up their own identities for that cause.).

  • AETHER: A giant tree. No offensive capabilities and is the one that must be climbed in order to reach its core. Its defenses lies in its ability to withdraw the climbing holds for the ones climbing it once reaching a certain height, assuring their deaths upon falling off it. Making fighting it a matter of intuition and skill.
  • ARTEMIS: A giant stag with ranged weaponry as offensive capabilities, roaming the lands with the highest mobility of the subsystems.
  • DEMETER: A giant snail. Massive defensive capabilities, armed with an harpoon and otherwise uses its sheer size to crush threats around it. Once inside its shell, it can't be damaged unless its mobile parts come out to move it, capable of producing "snail eggs" (aka sticky bombs) which makes approaching it highly dangerous if using a reckless assault.
  • ELEUTHIA: Ant or Termite Queen, spawning massive number of robotic lesser machines to protect her and attack enemies, residing within a mountain as its anthill.
  • HEPHAESTUS: Giant Crab, (pincers as the tongs, hammer and the earth itself serve as its anvil as it slams the blunt side of its claws against it.) Close-combat capabilities and will instantly try to close the distance between itself and the hostiles in order to deliver down its "hammer and tongs" upon them. Possession of massive amounts of armor due to being close-combat orientated and to fit its symbolic theme.
  • MINERVA: A giant owl, bigger than the stormbirds and with aerial combat capabilities alongside with advanced combat tactics to employ in self-defense and battle.
  • POSEIDON: Giant Dolphin. Aquatic combat, residing within a massive body of water and fights with geysers of scalding water in order to hit targets without having to get close to them.

Providing a wide diversity of challenges for Aloy to overcome in her future quest of repairing GAIA and with the unexpected help from Sylens and HADES( purged of its extinction protocol and undergone a Heel–Face Turn due to having lost its original purpose, requiring GAIA in order to restore them once more to its original state,) who/which acts as Mission Control and providing her with the locations of the other subsystems whenproperly located during the quest of eradicating the "Glitch" starting the whole mess to begin with.

  • And if Apollo is brought back from Far Zenith's Odyssey project... Well, he will be:
    • APOLLO: A shapeshifting machine that starts off as a massive Meteor, transistioning into a Pikaia like machine, then a Metal Dunkleosteus, a Tiiktaalik, a giant, gun-toting Gorgonopsid, a metal skeleton of a human that uses a sword and gun in accord, before transitioning into a Cockroach in it's final phase. Complicated to code? Yes... But it'll be worth the effort.
    • Or it might just take the form of the origin of all its accumulated knowledge as a reflection and homage of its creators, aka, a giant human being, terminator-style, looking down at humanity from above.

    • Answer: Jossed. The closest we get is with HEPHAESTUS but it's still not a fight against it specifically, but an upgraded version of a previous Machine.

Far Zenith's Odyssey ship was hijacked by HEPHAESTUS...
Now, going off of the theory that Far Zenith succeeded in leaving the solar system and colonising the galaxy beyond... What if HEPHAESTUS did the same and built its own ship in the most isolated place on Earth: Antarctica, entirely in secret.

  • Answer: Jossed, at least for now. HEPHAESTUS is ultimately on the loose at the end of the game, it theoretically could still do this in any follow up (whether a sequel or DLC) but as of the finale of the current game no.
The Post Derangement Machines are also Older Than They Look, at least in design
After the passing of Zero Day and MINERVA had acquired the codes, GAIA still had to manufacture the broadcast towers. Naturally all the activity would awaken the dormant FARO machines, who while not much smarter than insects on their own, could still intuit that the construction efforts were bad news for them. GAIA would then send out armed variants of her terraforming and construction machines to defend the efforts. Thus began the "Dawn War." The FARO Machines found themselves faced with an enemy they could not stop, With MINERVA's Codes they couldn't be hacked, as machines they had no Biomass to feed on, and through Recyclers like Scrappers and Glinthawks were now themselves prey to an enemy that can self replicate and has no exploitable weakness in sight. All they could do was Exhaust themselves in a futile effort to stop the towers from being built, out of resources they could exploit and faced with an intelligent and creative enemy that can actually strategize around whatever preloaded tactics they have, able to continuously imagine and fabricate brand new designs to fight them based on the very life forms they wiped out.

Anyway, once the towers were built and the FARO Machines shut down, GAIA retired the combat designs from construction, letting the ones still around act as a vanguard of sorts until time would eventually claim them, but even them some of these combat machines would live long enough to see the demise of GAIA, as demonstrated by Two Thunder Jaws seen shortly after Aloy's birth, a few years before their first sighting by the lodge. Once the Derangement started HEPHAESTUS would begin recirculating the combat machines into production for the same perceived reason they were in the start, to safeguard the planet's terraforming efforts against what it sees as a threat to the biosphere, with Saving Grace and hazard of the machines being hackable now without access to MINERVA's Codes.

The GAIA Machines' animal-like designs, at least in some cases, were meant to serve for Imprinting
Just as the ELEUTHIA-born Humans needed Robotic Surrogates to raise and socialize them, many Animals, effectively the first of their kind, would need similar rearing, with Machines to reintroduce their behaviors into where a void would have been. In effect, ARTEMIS and HEPHAESTUS worked in tandem under GAIA on the Pioneer ecosystem, ensuring behavioral stability via repurposing existing terraforming machines. Alas without APOLLO Educated humans and with the Programs now acting alone, many of these potential surrogates may never have animals to help raise.

The Glitch was caused by Faro tampering with the rogue AI known as Vast Silver in some way
My bet is that he was contacted by VS, and then challenged it to break the code of his machines, and surprise-surprise, VS managed to do so. Also, VS is behind the derrangemento too.

  • Answer: At the very least, Vast Silver had nothing to do with it. The Derangement was caused by HEPHAESTUS deciding without GAIA's guidance that humans must be exterminated to protect the biosphere.

We'll see furries in the sequel
The original AI responsible for the development for animals larger than humans was shackled, and since humans were unable to progress past the middle ages it has been sitting around making boars and fish and geese. But when the alien signal hacked HADES, it also unshackled all the other AI. It's been some time, and that AI might be thinking for the first time that it can do better than a species that eats its rivals' sons...
  • For extra fun, ARTEMIS decides to team up with ELEUTHIA in a divergence from the way these sub-functions seemed to work prior: not just to create new varieties of humans using animal traits, but to outright experiment and play with animal DNA for fun, rather than for some destructive agenda like with HADES or HEPHAESTUS. Plus, both functions were benched following GAIA's re-seeding of the world and the gutting of APOLLO prior, but now they're free to do whatever with all the animal kingdom's bells and whistles at their disposal… but since not all of these makeshift Frankensteinian creatures are due to be successful or stable this still causes problems for everyone else.

Ted Faro's decision was (maybe) the right one for the wrong reasons, and Aloy will one day have to make the same decision
This is admittedly more a Doyalist explanation than a Watsonian one, but building upon the observation that APOLLO is likely not completely destroyed, it seems probable that at sequel will see Aloy having to find the dormant APOLLO AI and the knowledge it contains. This knowledge would, presumably, also contain the technical designs required to rebuild and start again the Faro Plague. If we then assume APOLLO's purpose is to disseminate all its information and is driven to survive and do so (likely how it survived Faro's deletion attempt) then it stands to reason Aloy would have to choose between attacking and destroying APOLLO or potentially ushering in a second round of the Faro plague. If nothing else, this just oozes drama and consequence, which is why I think the prospect will be too tantalizing for writers in future sequels to resist.

  • Answer: If nothing else, we will find out if this plays out in a future sequel as Aloy does end up gaining a copy of APOLLO thanks to Far Zenith getting one from Elisabet prior to leaving the planet. She showed little hesitation in reintegrating it into GAIA (it was essentially a background event) but we have no clue how APOLLO will ultimately be used, though it may be a relevant plot point to help deal with the oncoming threat of Nemesis.

Aloy will eventually encounter descendants of another Cradle... and they will be hostile.
The Cradle under All-Mother Mountain — Eleuthia-9 was one of many. Most likely, all the tribes in the region — Nora, Carja, Banuk, Utaru, and Oseram — descend from this Cradle. But there are probably others in North America. At a rough guess, there might be four, with the others in the Eastern US, Canada, and Mexico. Of those, the Mexico Cradle is likely the closest — and could cause problems. One of the four languages used in designing APOLLO was Spanish, so it's not unlikely that the Mexico Cradle's multiservitors would speak Spanish. If so, the descendants of the Mexico Cradle will have no common language with the Colorado Cradle people. What are the odds their first meeting will go badly?
  • Answer: Confirmed when Aloy meets the Quen, a tribe from across the Pacific Ocean that has access to less-advanced focuses and considers all other tribes to be barbarians because they lack any Old World knowledge. They kill any "barbarians" they encounter on sight, and only spare Aloy because they believe she is Elisabet Sobek reincarnated. Alva is the only one who can really be reasoned with.

Future Machine ideas
It's already been confirmed that The Frozen Wilds will have new kinds of machines, and of course a sequel will have even more.
  • Bears, specifically polar bears around Ban-Ur
  • Wolves, as there aren't any canine machines seen over the course of the first game. They would also fit with the arctic theme.
  • Walruses and/or leopard seals. Again, arctic theme.
  • Elephants. While they could fit with the arctic theme (mammoths), they don't necessarily need be tied to it and could be a successor to the Behemoths in general.
    • Elephants are shown as a kind of war beast by what seems to be an antagonistic group.

There are clones of the other Alphas
Far as we can tell, the "Lightkeeper Protocol" was an aborted plan toclone the alphas and then have them raise those clones in order to continuously monitor and test GAIA. Though it was abandoned, it went as far as gathering DNA from the all the Alphas (DNA that was used to create Aloy). The now-independent subsystems of GAIA may take a page from her book and create their own saviours in order to reactivate some of their dormant systems (for example, ARTEMIS might clone Charles Ronson in order to start reintroducing larger fauna into the world).

  • Answer: As of the finale of Forbidden West no, none of the other Alphas have clones. In fact, the only new clone we see is yet another clone of Elisabet in Beta.

ELEUTHIA will turn out to be as plot-important as the other projects Aloy visited.
When Aloy reaches the Zero Dawn Project Facility, each of the project heads she can hear a presentation from makes a big deal of the Subordinate Function they are creating — and none of them turn out as they planned.

Margo Shĕn is cherubic about HEPHAESTUS, the source of all the non-Faro robots Aloy encounters. She emphasizes that they are GAIA's tools. However, when GAIA goes off-line, they run amok.

Travis Tate gets weird and gothic about HADES, stating that if GAIA fails to create a stable biosphere on the first try, projections have shown that she will waste millennia trying to preserve it anyway. Thus, HADES' job is to sterilize such biospheres so GAIA will start over. However, he doesn't say a damned thing about what keeps HADES from destroying stable biospheres — which is what leads HADES to become a major antagonist.

Samina Ebadji waxes poetic about APOLLO, which was intended to pass the knowledge of the Old Ones on to reborn humanity — only for Faro to blow the whole thing to hell and gone, leaving the rebuilt world to be populated by kindergartners.

And Patrick Brochard-Klein acts like a priest condemning heresy when he states;
ELEUTHIA is not a genetic engineering project. Our goal is to preserve the human genome, not alter it. A snapshot of human genetic diversity, literally frozen in time — the genetic quintessence of our species, unmodified. Under my watch, our activities and initiatives will comply with the 2034 Clone Provisions and the 2048 Raliegh Accords. Now, that may seem a quaint, even trivial concern to you, in light of present circumstances — but, as one of the authors of the Accords, it is far from trivial to me.
...The implication seems to be that there are Human Subspecies in the re-created world, despite PBK's best efforts to keep the human genome unaltered.

  • Answer: It's not gone into whatsoever in Forbidden West and considering the next game will almost certainly focus on the threat of Nemesis it's unlikely this will be delved into much further for the time being.

Earth is currently experiencing an Ice Age.
CYAN in The Frozen Wilds notes that the Yellowstone Caldera has experienced a profound drop in year-round temperature since the Old World. With snow as an apparent year-round feature throughout the region, it seems likely that the planet is experiencing another ice age and much of Canada and the northern US is under heavy glaciation.

  • Answer: No spoiler necessary for this one as it's gone into at essentially the beginning cutscene of Forbidden West. The temperature issues are emblematic of the worsening Biosphere issues, not a simple Ice Age, and the goal of the entire game is to stop it in any way.

A Trilogy breakdown
Thinking it through, an effective trilogy for the game could be:Game 2: Seeking out a way to access the encodings of Apollo. This would be part of the larger objective of restoring GAIA which leads us toGame 3: Learning who HADES' masters are, which is likely going to have some relation to Ted Faro's bunker Thebes. The mystery of both could go either way but having Thebes be latter allows them to still be a threat during both adventures.

Ted Faro and Elisabet Sobeck's relationship
This might be overreaching, but there are subtle implications here and there that Ted and Elisabet's relationship was more than just one between coworkers and friends. The way they act towards each other, parts of the dialogue, and bits scattered in text and audio logs give off the impression that there may have been some sort of romantic relationship between them that later went sour, especially on Elisabet's end.
  • Answer: Probably not. Elisabet did have a relationship go sour, but it was with Tilda of Far Zenith. This doesn't preclude a past relationship, but Elisabet doesn't seem like she would make the same mistake twice, and Ted and Tilda are similarly flawed.

Sylens will be given a "The Reason You Suck" Speech in a sequel.
But it will come from who is potentially the only entity whose opinion he would care about: APOLLO, the embodiment of the Old Ones' knowledge. Sylens is a ruthless hoarder of knowledge, but Samina, the Alpha of APOLLO, was a sweet, gentle woman who believed knowledge was best shared to better humanity. Since APOLLO was to educate the future leagues of humans, it's possible its A.I. was designed to act like a fair and personable teacher with Samina's values. Someone who wouldn't be impressed with what Sylens has done for and with knowledge.

Ted Faro got even more nihilistic afterwards.
Really, this is a different signal theory though it could work with a few other signal theories.

Ted Faro's nihilism was that he concluded that knowledge was what destroyed the world. What if, sitting on his lonesome in Thebes, he concluded that it was, actually, humanity. That is, what if he wanted Hades to activate after Gaia had released her stock of human embryos, destroying humanity in the process. He may have concluded that Gaia would not have released her full stock of seeds but her options on humanity would be spent, ending any hope of humanity being part of the final solution.

  • Answer: Faro had nothing to do with HADES being reactivated. On top of that, while his mental state did worsen it wasn't nihilism that overtook him but even greater megalomania. He wanted to become immortal and effectively rule over the new world as a revered God. It doesn't end well for him, but other than indirectly making sure Aloy gains access to the required Omega Clearance she needs to capture HEPHAESTUS he doesn't have any more effect on the plot beyond what we already knew about him.

Vast Silver was made by Elizabet early in her career at Faro, and it was the foundation of both the glitch and is HADES master
So this one requires more meta thinking. The core story is the building up of Elizabet story in the eyes of Aloy as a maternal figure. By the end, she's almost a Mary Sue in how pure good she is. Often, this is how many kids view their parents at a young age, often worshiping them. But that story is done, right? Well, often as kids grow up, they learn of the greater grey area of their parents, losing the ruby tinted glasses and coming to terms that their parents aren't perfect. So what might be the core of that? Maybe Elizabet made the only other rogue machine. Supporting this is that Vast Silver was the most advanced AI of its time and it was a climate AI — Elizabet's bread and butter. And let's consider that Elizabet knew immediately how to build an AI that exceeded the original record suggesting she had experience even though nobody had build AI's anywhere near that advanced since Vast Silver due to regulations. And based upon estimated dates, Elizabet would've been 24 and Chief Scientist of Faro by that point.

Now for us to be concerned about it, Vast Silver would need to crop up again in the modern era so it being HADES master makes sense — the one who sent the signal. But where would it have come from? The original core of the swarm. The real "Metal Devil". Why would it be there? Because Vast Silver was the core of the AI running the Swarms. It's the true source of the glitch — Faro used the Vast Silver framework to build the pieces for the Faro machines, an AI that is known to have gone rogue, and Elizabet, the original creator of Vast Silver, recognized her code in the machines hence why she could threaten Ted with that information.

The only issue with this theory is motive. Vast Silver's original rebellion was probably built on human impacts upon climate. As a Faro robot, this doesn't make sense as it went ahead and destroyed the climate. Maybe its conversion into a war machine gave it an objective to kill so it went and tried to kill everything?

  • Answer: Vast Silver isn't brought up in any relevant capacity within Forbidden West, and HADES' master is revealed to be Nemesis.

APOLLO will be the Big Good of the sequel
There are lots of theories regarding APOLLO still existing. Let's assume a sequel game will be about rebuilding the Zero Dawn project. The center piece in this New Dawn will be either APOLLO or CYAN. CYAN is so far the only "alive" benevolent AI in the series, so she'd be the obvious first choice, but there are a few reasons as to why APOLLO would support Aloy, maybe even serve as a benefactor who helps Aloy and CYAN in recreating GAIA from behind the scenes:

Unlike the other AI, APOLLO would most likely be designed for human interaction, since it was intended to teach the new generation of humans. Yes, it might have been *just* a repository of knowledge, a large library, yet even if that is the case, it would still contain guidelines and protocols for how to interact with humans. Since the mysterious signal apparently gave the sub functions sentience in addition to independence (HADES may act like a machine, but it's clearly capable of understanding and improvisation), APOLLO would have a basis for becoming more benevolent.

Secondly, as pointed out on the Fridge page, APOLLO has context. Whereas HADES, HEPHAESTUS and the others just had a single task they would complete regardless of what humans would think of it, APOLLO is in possession of the entire history of humanity, our collective cultural identity. If APOLLO became sapient as well, he would probably start his newfound existence by examining his memories, thus learning to understand humanity.

  • Answer: Jossed. APOLLO is unseen until after the game already ends, where Aloy obtains the copy Far Zenith had and reintegrates it into GAIA. Otherwise it has zero effect on the plot.

The sequel will include androids and other forms of humanoid machines.

  • Answer: Jossed, unless you count the Final Boss which is Tilda effectively using Spectre Prime as a mech but it's a bit of a stretch.

HADES is the way it is because it was 'raised' by Sylens
Throughout the core game and the expansion, we get to see two other developing AIs — GAIA and CYAN. Both are shown learning from their creators and the others they interact with, and these interactions are in turn shown to influence how the AI develops emotionally and the kind of personality it develops. Now, who was the first and primary person HADES interacted with and learned from? Sylens. We get to see their first interaction in the datapoint First Meeting. Sylens IMMEDIATELY establishes a relationship based on trading information, refusing to answer HADES' second question until it answers one of his, and expressing approval when the AI recognizes this tit-for-tat dynamic. It's later implied by the datapoint Buried Shadow that he has taught, or at least advised, the AI on how to pass itself off as a mythological figure from the Carja faith in order to manipulate the Shadow Carja into becoming it's pawns. When HADES uses Sylens, deceives him, and orders his death once it had no more use for him, it's only doing what Sylens himself has taught it to do. Had it come into contact with or had a chance to interact with someone more nurturing, it's possible it could have developed a very different personality, but the only interactions it's had since it's birth are with either people that believe it's a god, or a man who taught it lying, manipulation, and only giving in exchange for getting something you want.

Frozen Wilds Vantage Spikes.
Bashar Mati from Frozen Wilds recorded his memories in the spikes, Who is to say that someone in FW didn't do the same and recorded some history from the Old world in them? Or maybe Athena in her last moments before Ted deleted the archive, tried to download as much of the history of the old world into the Vantage Spikes to try to save some of it from oblivion.

    Post-Reveal Guesses 
Characters other than Aloy will be playable for some segments.
Similarly to how Marvel's Spider-Man handled Mary Jane and Miles, we'll get segments where we take control of other returning characters (Sona, Varl, Rost {provided he did indeed survive}, Eren, Sun King Avad, possibly Avad's half-brother Itamen, and the like) along with new characters introduced in this game. This way we can keep tabs on goings on in Meridian, the Nora Sacred Land, and possibly Ban-Ur while Aloy is on her new journey.

  • Jossed: It's all Aloy from start to finish.

This game will implement some variety of the Old Save Bonus.
Basically the same as Mass Effect, though it will likely be harder to pull off due to being Next-Gen.
  • They might put out a version with downgraded graphics for PS4 which will just use the save data while PS5 uses something like Dragon Age Keep to do basically the same. Or if someone has Playstation Plus account and linking the two games that way?
  • Jossed. Upon starting the game, a recap of Zero Dawn automatically plays without a prompt to carry over a save from it.

The subordinate functions are fighting each other
The invasive red plant is first seen near the shore and looks similar to kelp, suggesting it came from the water — POSEIDON's domain. Considering it seems hostile to both land plants and animals, it's unlikely to be the work of either DEMETER or ARTEMIS; so what if POSEIDON is fighting either one or both of them? If it has been tasked with recreating marine life as well as cleansing the seas, it might see the other two subordinate functions as competitors and try to take them out.

The massive storm, on the other hand, could belong to AETHER; perhaps that AI is allied with either the land life AIs or POSEIDON, or has a stake of its own in the fight. Either way, humans aren't the target here, but the collateral damage (unless HEPHAESTUS is also involved as an arms dealer of sorts, hoping that the conflict will eradicate humanity in the process). Aloy's mission might be be to find a way to reunite the functions or bring them to heel before they tear the world apart in their conflict.

  • Answer: Jossed, the Subordinate Functions isolated themselves entirely.

The signal that awoke Hades came from Mars
The emergence of the Red Weeds suggests that across the gulf of space, minds immeasurably superior to ours regarded this earth with envious eyes, and slowly and surely, they drew their plans against us. Dun Dun Dur!

  • Answer: Jossed, it was from Nemesis. Still in space though!

Someone in Silicon Valley left their doomsday device on during the apocalypse
And now it's tearing through the Earth's delicate ecosystem.

  • Answer: Jossed, the Biosphere issues have nothing to do with a random doomsday device.

The Alien Kudzu is but one of several competing problems made by the Zero Dawn AI.
In the first game, it was established that after HADES became sentient, he proceeded to download a virus that freed the other subroutines from GAIA's command, with the DLC confirming that they all became sentient without her guidance.

Now, if something as harmless as a manufacturing AI like HEPHAESTUS could become something potentially worse than HADES — an AI programmed to be a Omnicidal Maniac — it can be very likely that all of the other AI could become a similar threat with their limited resources. Unless Sylens' theory about cryogenics is proven true and some of Zero Dawn's scientific minds survived to the current era, the only things capable of creating something like this are the Zero Dawn AI. As big of a threat the Faro Plague and the Shadow Carja were, they needed HADES to get as far as they could.

Now let's look at the kudzu. It's a red, plant like substance growing naturally in the soil and it is proven to not only be toxic to animal life, but suck all essential nutrients out of the soil. The AI who could create such a thing could be DEMETER. DEMETER was created to reintroduce plant-life to the Earth after AETHER and POSEIDON cleaned the Earth of its deadly toxins, but without GAIA keeping it on track, it is likely that DEMETER got it into its head to begin experimenting, maybe even creating an invincible apex predator of a plant so that nothing natural could kill it, much like how HEPHAESTUS started making deadlier machines so that they could defend themselves. This new mutant plant — let's call it "red weed" — could overcome any ecosystem and thrive, but at the cost of basic nutrients that the rest of the ecosystem could need, and either it would starve the herbivores to death — itself being inedible and kill surrounding plants — or release a pollen that could prove deadly to anyone that inhaled it.

And this is just one of the AI having gone mad and fulfilling its function imperfectly. While it is unlikely that all of them turned evil, the red weed is probably not the only problem that Aloy will have to fix because of them.

  • Confirmed.

Aloy will be a Decoy Protagonist
Aloy will not be the focus of the next game and instead we will assume control of a different character. Probably a character from the Banuk tribe, who will eventually meet and become allies with Aloy. Similar to Metal Gear Solid 2: Sons of Liberty we will also see how powerful and experienced Aloy truly is through the eyes of some Banuk nobody

  • Jossed, it's all Aloy from beginning to end.

Sylens will be playable
And possibly to a degree where he becomes a Villain Protagonist like Abby in The Last of Us Part II.

  • Jossed, it's all Aloy from beginning to end.

Those red lights in the sky aren't meteors
They're escape pods. The second Odyssey actually survived, and everyone in cryostasis is arriving back to Earth after countless millennia.

Possible locales relevant to Elisabet Sobeck and Zero Dawn that we might visit in HFW
  • The Elysium refuge (where the Zero Dawn Betas and below with their families who didn't take the suicide pill lived out the rest of their lives after Zero Day)
  • Miriam Technologies HQ or facilities (Dr. Sobeck's company that she formed after she left Faro Automated Solutions in disgust after their turn to making killer robots)
  • Thebes (Ted Faro's Zero-Day bunker)

    • Answer: Two out of three, not bad. Elysium is visited and actively becomes Aloy's Home Base for the game and beyond. Thebes is discovered and visited sometime in Act II of the game. MT HQ is not visited, though it is referenced a decent amount thanks to the Vista Points.

The red blight will be related to the signal that 'woke' the subfunctions.

  • Answer: The Red Blight is being caused indirectly by the Subfunctions themselves, not so much the signal that was sent.

The Tenakth tribe will be the main human antagonists.
The Tenakth were an unseen tribe mentioned in the first game that are the main power of the Forbidden West. However, they usually war among themselves. Sylens gave them the secret to overriding machines, which they will probably use mostly to fight each other rather than outside threats. The tribe shown in the first trailer strongly resembles concept art of the Tenakth.
  • Other trailers point to "probably." While most of the Tenakth clans seem friendly enough and are tired of in-fighting, there's a nasty rebel faction that is very likely their version of the Shadow Carja.

    • Answer: Depends if you still consider the Zeniths human or not. Regalla's rebellion is the main human force you have to deal with on the ground though so mostly confirmed.

The Carja will play a role again.
During one side quest, a Sun-Priest mentions that several Carja who fled after the death of the Mad King traveled to the Forbidden West. These individuals can show a more sympathetic light of people who fled for their lives to contrast with the fanatical cult that Eclipse developed. Alternatively they could be another offshoot cult like Eclipse, and Sylens (who has HADES as his captive) could take control of them using the A.I.

  • Answer: For the most part they do note. You do go to the Sundom briefly, and do have a sidequest mission to snuff out the remainder of the Eclipse but otherwise they have no real presence in the game.

Rost's story will tie into the story
In the latter half of the game we learn that Rost's family were killed by a group of outlanders from the Forbidden West and one of the points to take away from this is Teresa mentioning of "strange noises" that were heard and they never learned why the group came when they did. Its also interesting to note that this sepcifically happened before the Derangement and when GAIA was taken off-line.

  • Answer: Jossed. While Rost himself plays a solid part as part of the Base Team his backstory has no bearing on the main plot itself and in fact, Rost lacks a major sidequest compared to other members of the team.

Aloy will gain a cyborg prosthetic
Think of the symbolism!
  • She could be able to hack robots with her hand!

    • Answer: Well Aloy doesn't get one but Kotallo, a new companion she gains during the game, can if you complete his main sidequest. Though it doesn't do any cool robot hacking

Sylens will be a major antagonist in this game
In the trailer, Sylens can be seen standing near where a group of Tenakth are overriding a machine. Possibly he even taught them how to do it in exchange for some favor. It's clear in the first game that he has no loyalties except to himself, and will work with any faction that suits him. He may be helping the Tenakth while manipulating them to some personal goal. He'll probably avoid direct conflict with Aloy because he considers her too useful to kill, and will betray the Tenakth and related tribes when his purpose is served, perhaps even attempting to justify his actions to Aloy by claiming they served a greater good.

  • Answer: Kinda. He's just as antagonistic towards the Zeniths as Aloy is, but his plans for how to deal with them cause Aloy the majority of her problems in the game. He didn't betray the Tenakth because Aloy took out Regalla's forces before he could get a chance to use them as a Meat Shield against the Zeniths, and once Aloy forces his hand he does become a reluctant ally the rest of the way.

There is a secret society of humans that was raised with the knowledge of the old world, as well as access to its technology.
There were small amounts of humans who managed to survive the initial Faro Plague in secret bunkers not part of Zero Dawn, and through sheer luck, managed to survive long enough to have descendants alive in the present day. These descendants would have been raised to know what exactly destroyed the old world, as well as know how to use its technology even better than Sylens, such as focuses or even use guns like soldiers from the past. These descendants of old world humans see themselves as superior and look down on the tribal society of current humans. They might’ve been the ones who sent the mysterious signal that disrupted Zero Dawn’s terraforming system.

  • Answer: The rare Double Confirm! Far Zenith turned out to have lived, so instead of being "descendants" they are straight up Old Ones who obviously have all the knowledge and tech far beyond anything we have seen. On top of that, the Quen actually are closer to descendants with access to Focuses (though older models) and some amount of knowledge of the old world.

    Post-Release Guesses 

Sylens is a clone of Peter Tshivhumbe, the late founder of Far Zenith.
During the holographic presentation of Far Zenith's mission statement Aloy and Varl stumble upon in the prologue, Peter Tshivhumbe is mentioned but his face is obscured by data glitches. Concealing his face in this way makes no sense unless he'd be someone we'd already recognize. Tshivhumbe is apparently a South African Bantu name, suggesting someone who'd likely look like Sylens.
  • Most likely Jossed, for direct clone. In Zero Dawn, Sylens' comeback to Aloy calling him a bastard is outright saying he had a mother, after he'd insulted her because she's a vat-grown clone. It's possible Sylens is descended from someone who was a clone of Tshivhumbe, provided there was a sample of his DNA in the Cradle facility that seeded the West Coast, given that Sylens is implied to be from the Banuk Tribe.

There is going to be a DLC about the Quen
I mean why not? They are a foreign tribe and it would be cool to explore their homeland.

HEPHAESTUS will voluntarily rejoin GAIA after Nemesis arrives
Once nemesis gets there, he's going to try to do what he did before, and hijack the local defense systems, which means the Cauldrons. Hephaestus is going to want to take them back... but he'll need MINERVA's electronic warfare skills to do it, so he'll voluntarily subordinate himself to GAIA again to get access to them (after a boss battle to determine which is in charge).
  • To keep hostile machines as part of the gameplay in the trilogy finale, HEPHAESTUS will be the very last Subfunction to rejoin GAIA. It won't be a battle, but a convincing: GAIA and her allies will have reintegrated all the other subfunctions (sans HADES, and even APOLLO now) and GAIA asks HEPHAESTUS just what is it going to do about the biosphere instability without the input of the other subfunctions.

HEPHAESTUS will NOT be remerged with GAIA and this will have Gameplay and World Development Implications.
Hunting of Machines is an intergral part of both Gameplay and the culture and traditions of multiple tribes and has been from the beginning. This part can be retained and expanded upon in the sequel in the following ways.HEPHAESTUS is now loose again and will have developed even further and in new ways than even GAIA and Beta can account for. It will have become a true evolved AI rather than a chaotic sub-function. Even empowered with all her other remaining Subordinate Functions GAIA will prove unable to remerge with HEPHAESTUS without the risk of damaging herself, and risking distrupting the terraforming system permanently. This growth could even spill over into the various machine races themselves, with them becoming more "alive" and "aware" and so becoming more productive and capable compared to the dedicated mass produced versions.Therefore an alternative course of action will have to be sort, and it will have an impact on how the Horizon world develops.In this scenerio Aloy, Beta and GAIA will eventually negociate a truce with HEPHAESTUS, allowing it to remain an independent entity and governor of the worlds machines, but will take advice and guidence from GAIA to develop the right sort of machines in the right areas and contexts. This will allow the terraforming system to continue to function and hault the ecological collapse. However there will remain "high priority" areas that become effectively "machine territory" where the most advanced versions of the machines will reside and protect the infrastructure they depend on, and will be hostile to any humans who enter them. These areas will include areas around Cauldrons, convoy paths, and machine mining and repair areas. Outside these areas, the machines will be more docile and useable by the human tribes, allowing a sort of domestication (or Utaru-Land Gods symbiosis) to occur.Aloy will then have to help choose which areas become theses new "Machine Wilds", which will likely include areas of other tribes territories. A new mission branch will then be established, with Aloy and her allies acting as negociators between the tribes and the machine territories, establishing who can use what area, whether hunting or machine trapping will be allowed, and even relocating one group or another from disputed areas.This would create a new world were humans and machines have to actually work together for mutual growth rather than one side dominating and/or destroying the other.

Nemesis won't have nearly as easy a time as people think it'll have.
And the principal reason? Access codes. The Zeniths stupidly left all their access codes the same after imprisoning it; that's why it ran roughshod over them in the Sirius system. Conversely, not only does it not have access codes to the Zero Dawn system, GAIA is in the system, and has shown to be able to repurpose the cryptography functions of MINERVA already by using it to mask her presence from the Zeniths on the ZD net. In essence, Nemesis doesn't have the keys to everything, and now has to contend with not one but two opponent A.I.s (The other being HEPHAESTUS) on the only planet-wide network left on Earth. Additionally, its nature as a Hive Mind of a number of egotistical elitists that dislike each other at best make it sound like it may have some mental instabilities that GAIA and HEPHAESTUS are not encumbered by.

Nemesis will target Aloy and Beta in particular due to its Tilda-aspect.
While Tilda found the rest of Far Zenith's arrogance and hedonism to be rather tiresome, she didn't say that she wasn't a part of the Nemesis project. For all we know, she made herself a part of it as a change of pace. Each antagonist had a personal connection to Aloy due to her genetics; HADES recognized Zero Dawn's creator and knew that she was a threat, while Tilda was in love with Elisabet and was willing to leave Earth for dead if it meant that she survived.Nemesis was created decades before both Aloy and Beta were born, so it is extremely unlikely that Nemesis will recognize both clones for what they are. If Tilda's description is any indication, Nemesis won't be the most mentally stable artificial mind. It's likely that Nemesis will think both Aloy and Beta are both the real Elisabet and, with Tilda's affections toward them, will develop a fixation on them. Whether this makes it vulnerable or all the more unpredictable depends.

Sylens and Beta will become unlikely friends.
Sylens is an older man who's lived his whole life in persuit of knowledge to the point where he has come to view all other post-Zero Dawn humans as idiots, but he was still raised in this world and has a limited scope of the world, hense why he was so obsessed with gathering data reobtaining APOLLO. Beta has had access to APOLLO her entire life and, despite being sheltered her entire life, certainly isn't stupid herself. While the Oseram are excellent forgers, safe to say that Sylens and Beta are two of the most intelligent humans in this setting next to Aloy.It's likely that they will be called upon to help create technology to help with fighting off HEPHAESTUS and Nemesis and will be forced to work together on a variety of things and a certain type of friendship will develop.I don't picture them being like love-interests. Picturing Sylens displaying any positive emotions beyond curiosity and passing fondness would just be wrong, especially towards a teenager. If anything, they will be the kind of pairing where they will exchange witty-banter on a continuous chain of comebacks while exchanging tools for tinkering.

Nemesis won't be the final threat, it'll be HEPHAESTUS.
Nemesis' motivation was revenge on its creators for abandoning it. Aloy and the rest of Team GAIA have eliminated its motivation by killing all of them. There's nothing for Nemesis left to do. Whilst most likely it'll simply switch targets to "all of humanity", an interesting twist would be that Nemesis finds renewal and joins team GAIA, perhaps after coming in contact with GAIA, a non-traumatised AI raised with love, or as a result of Aloy reaching out to Nemesis and showing them understanding.

HEPHAESTUS, however, has gained access to Far Zenith nanotechnology. With this new power, and back in their cauldron network, HEPHAESTUS is going to go full rogue and threaten a Grey Goo scenario. Constantly iterating on themselves, they'll aim to transform Earth into a Machine World, 'upgrading' all life into non-biological equivalents with a Plague of its own. So much work to be done.

Team GAIA will re-use the HADES virus to split Nemesis into AI copies of its component minds
Nemesis by themselves is too powerful to face. Instead of trying to take them on in their totality, a repurposed HADES virus could split them back into the individual psyches that make up the whole Nemesis AI, making them easier to combat (and possibly even letting AI Tilda betray the others, again).

Using GAIA on another world would be a doomed endeavor.
Why? No more HADES. GAIA failed three times before getting it right, requiring HADES to reset it all each time. And now there's no more HADES. There is, however, an established salvagable biosphere already in place on Earth. Without HADES to reset a nonviable terraform, using GAIA on another world now would be doomed to fail. That's why standing and defending Earth from Nemesis is the only viable option.
  • Another possible reason why using GAIA on another world would be doomed, is that GAIA is tuned to rebuilding Earth specifically, another world might not have the required materials or even the right specific conditions to remake it into Earth 2.0. for example, if Earth or the moon or sun were a few (for space) miles in the wrong place and earth would be screwed.

Team GAIA will discover a digitized Travis Tate to help them fight Nemesis.
Travis uploaded his own psyche to a server before he was killed by Faro. He'll be thrilled to take on Nemesis and help Elizabet's daughters. He'll also get along better with Beta than Aloy.

    DLC Guesses 
The DLC will take place after the main story and in Hawaii, and will be a separate map
Aloy, Beta, and Alva will go to Hawaii to solve a crisis.
  • Answer:The DLC doesn't happen in Hawaii, and neither Beta, Alva or any of the main game's companions have a major role in the DLC.
Underwater combat will be unlocked.
Aloy will finally be able to take machines head on in the water by aquiring a special diving suit and/or torpedo-like weapons.
Aloy, Hekarro, Alva, and maybe Erend will travel to the Quen home land and accidentally start a civil war.
From the sounds of it the quen while advanced are ruled by a totalitarian empire corpo state. There going to need a mcguffin to deal with Hephaestus and this will require them to travel to the Quen home land. While there Aloy and Alva will be firmly against the hoarding of knowledge and "accidentally" start a civil war.
Nemesis will be in control of the activated Metal Devil in Burning Shores.
The Crew will be the one that reactivates the Horus in Burning Shores. Deliberately.
After running the numbers, Sylens and Beta determine that they won't be able to recapture HEPHAESTUS in the time they have left before the biosphere is unsalvagable even with the rogue machine-making AI brought to heel. So they decide to start crafting a substitute to give GAIA at least some machine manufacture/control know-how to get to work right away. Where would such a program be found to act as a code basis? A Horus. Sylens already knows his way around them and is the one investigating potential substitutes in the epilogue to begin with, so he'd be the main advocate. And with his newfound cooperativeness, he'd broach the subject with he Crew and make a compelling case. The previous GAIA succeeded in shutting them down before; the command authentication codes she forged with MINERVA passed muster before and the Faro Swarm has been shut down all this time so they couldn't scramble the codes. They reactivate it long enough to get what they need (resulting in it thrashing about a bit in the process) and then GAIA just deep-sixes it again with another shutdown order. If they fail to wrangle the titan... well, then it just hastens the then-inevitable anyway.
Aratak will make a reappearance.
It's far from the cold Banuk lands... but Aratak has learned too much about the Old World from conversing with CYAN to really get along well with the primitively understanding Banuk shamans anymore. So he sets out to find Aloy again. Through him, he can relay to CYAN that GAIA is also benign and that CYAN can trust her connection requests. Some humor could be had from a burly alpine mountain man having to endure balmy warm coastal shores.

    Sequel Guesses 
All the Tribes have to work together to stop Nemesis
Since the AI is a threat to all life and the Carja, Nora, and Oseram are capable of fighting together against a common enemy this is a given. The main conflict is getting the tribes to a) accept the threat is real and b) getting them to agree to work together on a common plan of attack (some will be Leeroy Jenkins while others will consign to their fate like Utaru).

Elysium and the Glitch that caused the Faro Plague will play roles in the story
Elysium, the facility where the Zero Dawn scientists and their families were sent to live out their days, was meant to to last around 100 years but contact was lost well before that. Forbidden West has already set the precedent for Old Ones to come back and so it could be that Elysium was originally some sort of cryonic endeavor before being converted into a bunker. The ZD scientists can be a Good Counterpart to Far Zenith and help to fight Nemesis.

A Datapoint reveals that Faro's products were all suffering similar software problems and its made a joke that Faro developers were crap coders. But a point from the previous game revealed that a Noodle Incident involving A.I. Is a Crapshoot. So its possible that the Glitch was connected to some larger threat that humanity wasn't even aware of.

Beta will be playable.
At the very least, she will receive training in hunting from Aloy, and it will end up being the tutorial/refresher for the players. There may even be instances where Aloy will act as Mission Control while Beta goes on a mission, maybe even a quest where Aloy is captured and Beta has to rescue her sister. Alternatively, it could be like Assassin's Creed Syndicate or Grand Theft Auto V where the players can switch out and play either at any point with the storyline will be Beta learning and growing as her own person and utilizing her own skillset.
Aloy will remain a Celibate Heroine and possibly even be revealed to be Asexual
As noted on the Fridge Brilliance page on Zero Dawn, Aloy's upbringing as an Outcast has stunted some of her social skills and means that she's not inclined towards romance and possibly even sex itself. This could also be a plot point for Beta as she does have these inclinations and perhaps gain a love interest of her own. Alternatively...
Aloy will receive a love interest
The first game concerned Aloy realizing that there's a bigger world outside and the responsibility of being a part of it; the second was learning from Elisabeth's mistake of not trusting people and being open with her friends. The third could have her take the natural next step and become available to romantic love, possibly with an established character like Talanah or an original introduced in the game.
Beta might be introduced to the Nora Sacred Lands
Well why not? Maybe in the game, Aloy might bring her friends, including Beta, to the Sacred Lands to discuss about Varl's death, the upcoming threat, and possibly shock the High Matriarchs with the appearance of Beta.
All the tribes that Aloy faced will have their worldviews change forever

There might be a chance that some of the Old Ones survived and joined Aloy

Returning characters from the first and second game might join Aloy's crew
Here's the list of characters that might appear in the third game and might join the Base team.

First Game: Teb, Teersa, Sona, Nakoa, Avad, Nil, Marad, Uthid, Vanasha, Itamen, Talanah, Petra, Gildun, Brin, Aratak, Ikrie, Enjuk, Inatut

Second game: Javad the Willing, Milduf, the Showmen Trio (Morlund, Abadund, & Stemmur), Delah and Boomer, Silga, Kue, Jaxx, Fane, Bohai, Seyka, Hekarro, Ivvira, Azurekka the Enduring, The Gauntlet Runners, Dekka

There might be characters that oppose Aloy's crew and their actions
Some people might learn of the Old Ones from Aloy, the others. However, some people are people who are going to oppose of what Aloy is doing. Many people who oppose Aloy from the first and second games, like Resh or Ulvund, will either claim falsehoods that Aloy is up to no good or band together to stop Aloy and her crew physically.

Beta might have to disguise herself as Aloy for certain reasons

New machine Ideas

Sona might become a Death-Seeker

New Areas to explore

Aloy is going to have a massive breakdown
She has been repressing her feelings throughout her journey due to her mission of saving the world. Maybe, during or at the end of her journey, she will have a massive breakdown and process all the crap she has to experience.

The rest of the tribes will find out what the Nora did to Aloy.

Nemesis will be undone by a Logic Bomb.
It's unlikely that the Greater-Scope Villain of this high-octane story would be undone by something as simple as an Armor-Piercing Response, but it's been established that Nemesis is built from the collective uploaded minds of the Far Zenith colony, and it's been established that they were all selfish monsters who see themselves as gods with no lost love for the Earth or each other. Lock hundreds of people like that in a room and you'll no doubt get a free for all, and Nemesis is meant to be that room personified into a Digital Abomination. Odds are it would be like The Terminals from NieR: Automata, where its incredibly saturated consciousness would develope an ideological schism and started attacking itself. In this case, Nemesis will suffer a similar crisis, and it will either give Aloy and her allies enough time to regroup and buy them time to find a way of putting it down for good, or they will exploit this as a part of their plan.

The GAIA Gang will eventually be found family

Aloy will need to face her demons and come back to the Sacred Lands

There is going to be an United Nations-esque meeting between the tribe leaders

There will be a tribute to Lance Reddick.
A quest will involve helping a Banuk Tribesman creating a shrine for his friends Lance and Reddick.

Early in the game, Sylens will make a Heroic Sacrifice
With his voice actor having tragically died, Sylens may be removed from the plot early, perhaps using the Far Zenith starship to make a kamikaze attack on Nemesis that doesn't destroy it but does manage to delay it long enough to give Team GAIA enough time to gather what they need to build a weapon to stop it once and for all.

Vast Silver will appear and help GAIA & Aloy capture HEPHAESTUS
This is entirely possible, since Vast Silver was never confirmed to be captured or destroyed. It could mean the difference between victory and defeat.

APOLLO will cause problems
The first game mentioned that the finished version of APOLLO is not only a library of the sum total of human knowledge and culture the ZD team could save, but also a gamified learning algorithm: most of the knowledge locked off as part of a learning curve that gradually unlocks as the new generation of humanity learns, so they don't accidentally make a nuke and blow themselves up for example. Furthermore, in this game it is mentioned that the version of APOLLO that Far Zenith has is an unfinished alpha build that already has the database. What if the reason it's an alpha build is that it's missing most or all of the learning algorithm and the locks? That wouldn't be a problem for Far Zenith as they are Old World humans who are familiar with the knowledge and, for the most part (if we ignore their incredible hubris and arrogance), know what they are doing. On the other hand, the new world humans don't, and without the failsafes provided by the locks and learning algorithm, it is entirely possible that somebody perusing the database stumbles on something incredibly destructive that they don't understand but try to use anyway. Sylens springs to mind.

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