Specifically, a Mamoru who never found Usagi and slowly fell into despair. Really, the lyrics make it so obvious.
Tony is a serial killer.
Between "The Boy who Wanted to be a Real Puppet," Caleb cycle, and several other songs, Mr. Kakko seems to have a thing for songs about creepy murderers. Kinda makes you think...
Caleb killed his mother and dumped her in the lake.
Coming from the idea that she was "a beast" and that he "rowed towards the monster he should've been running away from years ago." Indeed, he should have run away from her when he was a child.
"Deathaura" is the prequel to "The Power of One."
"The Power of One" is a song about a man, cursed with eternal life, fights those who dare to oppose him. "Deathaura" ends with the unnammed boy, who may or may not be dead, heartbroken and with a grudge against the world for killing his love- but also, possibly, with the powers of a witch. As the boy struck back against humanity using his power, someone cursed him with immortality, and thus, "The Power of One". Also note that "Power of One" has very lamentful undertones.
"Shy" is a link in the Caleb story, before "The End of This Chapter."
"Shy" explains how Caleb met Juliet. The girl's name is never stated in "Shy", so we could assume she is Juliet herself and that her stalker is Caleb.
In this ending, though, Caleb kills himself out of grief after killing Juliet.
"Abandoned, Pleased, Brainwashed, Exploited" and "Destruction Preventer" take place in the same world.
"APBE" is about a corrupt government. Somewhere along the line, they got Nukes.
Thus, "Destruction Preventer."
Alternatively, "Destruction Preventer" and "As if the World Wasn't Ending" take place at the same time.
Makes sense... Destruction Preventer is about the world getting nuked, and, somewhere, a couple sits together, taking their last drinks of wine as if the world wasn't ending.
Three of the "wolf songs" form a trilogy.
"Ain't Your Fairytale" is about a group of wolves gearing up for a huge fight. The reason? Their leader was kidnapped by humans. In "The Cage," the lead wolf stews in his prison but promises that "they'll kill for me, steal back my freedom, set me free." At the end of the song, where howl-like harmonies accompany the final chorus, is when the other wolves rescue him. In "The Last Amazing Grays," the lead wolf realizes his end is coming soon and dies peacefully knowing the young wolves who saved him will lead the pack.