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This is a "Wild Mass Guess" entry, where we pull out all the sanity stops on theorizing. The regular entry on this topic is elsewhere. Please see this programme note.
Keys to the Kingdom
The Improbable Stair (said to be in the Great Clock) is what binds the Great Clock to all of creation
.
  • Thus providing it with some role in the cosmology.
  • It's malevolence was due to the anger it was made in.

Nithlings are actually parts of the Architect.
The Architect said she "fragmented herself"; it's never clear what that meant. Another being broken from the Architect was said to have emerged from Nothing. And considering what's revealed at the end, this explains why they try to destroy everything.
  • Nah, doesn't work, unless the Architect is entirely composed of Nothing, which is what Nithlings are implied to be. It doesn't work especially considering that if the Nithlings were fragments of the Architect, they would have House precedence, and millions of new records would pop into existence every time Nothing was used. Although that would explain the turmoil in the Lower House at the start of the first book...
  • The Architect created the house and is you know GOD I bet she could prevent a record coming into existence if she so wished.

Arthur is the son of the Architect.
In the same way as Sunday, the Mariner and the Piper, the offspring of a mortal woman possessed by the Architect. That was why Arthur was part of the "Line of Heredity" that the Will as Sneezer mentioned.

The Architect was simply an extremely powerful Nithling.
She is never shown to not be made of Nothing. She let her creation be because it was her creation. There may be other Nithlings of similar power out in the Void somewhere, some of whom may have created worlds, and had they encountered the House while the Architect controlled it there would have been a war.
  • Confirmed, though I can't remember if it was by the Architect herself or Part Six of the Will. The only thing really separating the Architect from other Nithlings is her force of will and her ability to actually think.

Denizens sometimes change gender, and either Scamandros or Giac will become female.
It is often mentioned that groups of Denizens have the same number of males as of females (though Friday's Dawn, Noon, and Dusk don't seem to fit this), and at one point someone says Saturday "was female last I heard". That could have just been (not very funny) joking, but what if their confidence in Saturday's gender staying the same was only due to the stagnancy of the House meaning she was unlikely to have entered any new groups which would cause her gender to flip? And at the end of the series, Scamandros and Giac definitely are a "group of Denizens".
  • It is hinted that Denizens wearing human forms is only a passing fashion.

It has all happened before, and it will all happen again, be it a Stable Time Loop or just history repeating itself.
There may even only be one loop, if you expect that Lady Sunday can die (consider the world-weariness of the character in the seventh book). I'm sure Leaf wouldn't mind being The New Architect's human form, to have children with the pre-Old One, Arthur, if it was all planned ahead with her word as the ultimate say and she was around by then. The exact references to the Old One's past would have been... muddled, to say the least, but perhaps the Old One was "created" in the same way that the Raised Rats were "created" by the piper- not from wholecloth, but from lesser versions of their selves. This (be it the WMG line alone or including the preceding body of the guess) is why Humans Are Special.

The Architect is Alternate!Haruhi
And this could possibly be what happens if she ever discovers her abilities: she creates a world from the very beginning of time just to see if she can, gets extremely bored after a while and chooses to die and give herself to Nothing This makes more sense if you assume the story takes place in an Alternate History setting.
The Kane ChroniclesWMG/LiteratureKing Arthur

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