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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.
Mystery Case Files
There will be a fourth Ravenhearst game involving The Fair Folk.

Escape hints that Charles Dalimar learned his soul-binding techniques from some supernatural entity that claimed to be his father. The figure in the two drawings which can be earned at the end looks sort of evil-faerie-like, and the title of the piece Charles plays on the organ at the conclusion of Escape refers to faeries as well. More clue-dropping from Big Fish?

Victor, not Charles, was the "Freak Boy" at Madame Fate's carnival.
Madame Fate doesn't seem to have been supernatural enough to have already been in business in the 1870s, when Charles was a boy. She'd have to be even longer-lived than he was for that, which seems unlikely because she was helpless to defend herself from him, so probably isn't immortal or whatever. Also, the slang on the poster from the cellar seems too modern and colloquial for the era Charles grew up in ("This guy's nuts!"? "Tongue of Freakiness"?).

It would make more sense if Charles turned baby Victor over to the carnival as soon as he was weaned, to ensure his own child would grow up as abused and loveless and calloused as he did, yet not hold such mistreatment against Charles himself. That way, he could return to the carnival to "rescue his kidnapped son" from being a sideshow freak, thus winning his Undying Loyalty, fifteen to twenty years later, after Victor had grown big and nasty enough to help operate Charles' twisted devices. Including the carnival wagon in the model house was just a means of wringing some cheap sympathy from the Master Detective, by confabulating the two Dalimars' ugly backstories.

As for Charles' own visit to the carnival, Madame Fate was actually right about that: Charles had been following the Master Detective, in hope of getting back at her for releasing Emma's spirit. But when Fate realized he was nearby, he had to change his plans and kill her instead ... not for revenge, but because she recognized him as the man who'd stolen the "Freak Boy" away from the carnival, back when she was a little girl and her grandmother ran the place! She was a witness and had to be silenced, else she could've warned the Master Detective that Charles had an ally.

The Master Detective is a time-looped Madame Fate (or vice versa)
At the end of Madame Fate, right before Fate gets murdered by Charles, Fate says that it's the Detective's fault Charles came to the carnival. The bonus game for Fate's Carnival starts with Fate's ghost telling the Detective that Charles killed her and bound her soul in one of the patented Ravenhearst Puzzle Traps in revenge for Fate trapping Charles' father Alister.

The Detective's had a lot of encounters with the occult/mystic world. At some point in her future, she'll retire from active detective work and trigger her own (latent during the games) mystic abilities. Either a spell will backfire and move Detective/Fate back in time, or she'll learn that she has to go back due to Stable Time Loop requirements. However it happens, Detective/Fate will be in an earlier time period with all the knowledge she needs to bind Alister.

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