The whole series takes place inside Margaret's head.Not the most original idea, but it explains a LOT. Between existentialism pouring from every direction and the entire reality being shaped by the mad Psychic Powers of a selected few individuals, with Margaret being the strongest psychic, it is the first idea that should come to one's mind. (See also the "Death Note takes place inside L's head" theory). Moreover, reading the creator's comments with this in mind may lead to the conclusion that all the prominent characters in the show (the "Gatekeepers") are fragments of Margaret's psyche, from which she had to piece her personal identity together. Moreover, it can be assumed that every character in the show is a piece of Margaret; hence, the "broken pieces" motif scattered all over the series from the opening theme to the final episode's title. Going further with the theory, it is possible that every character who died in the series didn't - they just merged with Margaret's psyche. That would make Vanessa, Elenore, and Carrossea's deaths and Limelda's survival less bitter for some. On the other hand, it would suggest that Friday Monday didn't die, either — a disturbing notion if you think about it. It would also raise a major question of the metaphysics behind Margaret, Madlax, and Laetitia's assumed unity; but answering it (for example, by assuming that the latter two are two different persons or personas whose psyches were mushed up with Margaret's to help her snap out of it) would lead us too deep into the Epileptic Forest.
It is possible to exit from the Sanctuary into any location on the planet.Margaret traveled from there directly to Nafrece in the back-story and in the final episode.
Vanessa, Elenore, and Carrossea are alive.Margaret's vision, which is her Wish, showed those three people, and her Gift grants Reality Warper powers up to and including starting and stopping world wars. This would explain why Madlax was okay with hitting the road with Limelda: she knew that Margaret could and presumably did resurrect the people Limelda killed, including Madlax's love interest.
Vanessa, Elenore and Carrossea are dead.
Friday Monday is the Madlax world's alternate version of Richard Dawkins.Specifically, he's Dawkins plus the Gift plus the Words of Saruon minus his grip on reality, in that order. Yes, Mashimo said that he was an artist; but nobody said alternate counterparts have to have the same career. This is based more on their vaguely similar appearances than anything else.
Enfant is an alternate universe version of the Patriots.Enfant and the Patriots both dominate the world by controlling information, the connection is obviously in the. . . La-li-lu-le-lo. . . Secondari. . . scissors 61. . . Door of Truth. . . but who is really pulling the stings?
The entire show is an allegory for facing repressed trauma.That would explain all the flashbacks and lost memories among the major cast members.
Madlax is part of the Cthulhu MythosLet's see... We have:
Madlax and Noir are in the same universe.Friday Monday is a former member of The Soldats who betrayed them for his own goals. Margaret's father was actually sent by the Soldats to stop him. Margaret herself would probably have been a True Noir candidate; but due to the incident in Gazth-Sonika, the Soldats deemed that it might be best to simply observe her. Or, alternatively, they decided it was a lost cause due to her memory loss. The mooks from episode 11 weren't actually members of Enfant; but were instead working for the Soldats. They wanted information on Enfant; either so they could take them down, or so they could hijack their plan. The reason they didn't make a move after that is because they were short on mooks curtesy of Mirielle and Kirika. For added crossover fun, we could say that everyone with The Gift is actually a witch.
Everyone has hallucinogenic brain tumours.That explains the ghost sex.