Funikura is a Forbidden Beast
who, somehow, ended in the Queen's Blade universe.
Lets's think about it: Funikura is sentient, just like Eddie in Guilty Gear, can control its human user (Nyx in Queen's Blade and Zato-1 in Guilty Gear with Eddie, and the way how they can control their users is, honestly, disgusting (Funikura tentacle-rapes Nyx, and Eddie can control Zato-1, even after his death.)
Annelotte is Aldra's lost sister
Let's think about it for a moment, okay? They are both half-demons. Annelotte is said to be daughter of Margrave Kreuz, but for some strange reason the Margrave raised her as a boy. She prefers being called 'Big Sister' rather than 'Big Brother'. And she can summon a horse from the underworld.
Those two bits of info sound too coincidential to not be foreshadowing
. What if, unbeknownst to her, Annelotte is not actually the daughter of Margrave Kreuz but instead daughter of the lord of the underworld, thus giving her blood ties to Aldra, and the Margrave was prejudiced in some way by this, leading her to lie to Annelotte about her past?
Of course, there's also the possibility that I am thinking too hard about this. ._.
- In fact, This was confirmed in the ongoing illustrated stories that Aldra is in fact Annelotte's sister.
Think about it: of the three Vance sisters, she's the only one to exhibit catlike features and behavior, including:
Melona isn't a mere Slime
- Considering how vast her array of powers are, the fact we know nothing about her past, we haven't seen any other Slimes, and the hints dropped that she may be the oldest character in the series, her true nature could be something a LOT nastier.