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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.
Magical Canan
Miyuri will find out Chihaya and Sayaka's secret in episode 11.
Suspicious of Chihaya talking to Natsuki, Miyuri has decided to investigate this matter.

At that night, Miyuri goes to Sayaka's mansion to interrogate Sayaka herself about it. She becomes afraid of this, but eventually becomes brave of it. Sayaka calls for Hazuna, and he transforms her into Cerulean Blue under her request, revealing to Miyuri her secret. She tells her this is the reason she's absent for that day as turning back to normal really made her weak. Miyuri asks her why she or Chihaya didn't her about this, and Cerulean Blue replies that it is because Miyuri might be scared. She reassures her that she isn't, she's just surprised by the revelation.

Miyuri leaves to follow Chihaya to see her transform into Carmein through Natsuki, and finding out that Emi Kojima is Septem. She leaves without being noticed by the two.

The last episode has her revealing to Chihaya that she knows her and Sayaka's secret while looking at a tree.

The series portray as deconstruction of Magical Girl.

Sayaka unknowingly sold her soul by the time she becomes Cerulean Blue.
This is why she becomes weak when she's herself.

Miyuri is Haruhi Suzumiya.
The main reason why Cerulean Blue is helping Carmein in episode 4 and 7 is because Miyuri is using her powers into doing it. The latter episode also has her manipulating her into revealing herself as Sayaka.

All human characters are Seeded Humans.
Even if Carmein and Cerulean Blue got all of the five seeds, they would be created by the humans themselves because the seeds represents the evil in them. Therefore, humans will become Seeded Humans if they can't control the evil within them.

The series is All Just a Dream.
From the beginning of the first episode after Chihaya fainted.
  • Herself = Ego/Self
  • Sayaka = Id
  • Cerulean Blue = Super Ego
  • Natsuki = Anima
  • Fennel = Shadow Archetype

The entire setting gives people what they want.
  • Chihaya and Sayaka's transformations aren't from Natsuki and Hazuna, but from doing good deeds, they are rewarded with they want to be. Chihaya wants an adult appearance, so she turned into Carmein, and Sayaka wants to be confident, so she turned into Cerulean Blue.
  • Miyuri wants to know who Natsuki is. As a result, she will be given a knowledge of Chihaya and Sayaka's secret.

Septem is Emi Hiiragi.
That's why they're alike.

It's all in Chihaya's head.
During the first episode, she went into a psychotic episode. The Seeded Humans she kept on confronting are just innocent people she kept hurting. Her transformation into Carmein is just projected into her mind, and Cerulean Blue is her Enemy Within taunting her.

Magical Canan is an alternate universe of Magical Girl Lyrical Nanoha.
Nanoha becomes Chihaya, Fate becomes Sayaka, Yuuno becomes Natsuki, Arf becomes Hazuna, and Precia becomes Septem.

Carmein and Cerulean Blue are one and the same person.
She represents her fear of cannot do things by herself. The main reason she didn't appear in episode 11 until the end is because Carmein is not afraid anymore.

Evergreen is Heaven.
Have Carmein and Cerulean Blue went to Evergreen? No.

Natsuki, Hazuna, Queen Tsuhaya, and everyone in Evergreen are Shinigami.
MadlaxWMG/Anime & MangaLyrical Nanoha

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