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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.
Sound Horizon
    Chronicle theories 

    Thanatos theories 

    Lost theories 

    Pico Magic theories 

    Chronicle 2nd theories 

    Elysion theories 
The Masked Man / Abyss is a time traveller.
It would explain the odd chronology of the album and the extreme differences between the settings of the Abyss songs (e. g. "Ark" taking place in a futuristic setting, while "Sacrifice" seems to be set in the Middle Ages).

    Shounen wa Tsurugi wo... theories 

    Roman theories 

    Seisen no Iberia theories 

    Moira theories 

    Ido + Märchen theories 
The nun is of Jewish descent at least on her father's side.
If she were the result of a mixed marriage, that would explain why her mother lived relatively secluded from others - both parents were probably disowned as a result of such a marriage. Especially because Jewish lineage is decided matrilineally according to Jewish custom, the nun and her mother would probably not have been allowed to convert. It's also mentioned briefly by her mother that her father was a moneylender. That was generally a position that Christians were not permitted to take up by the Church due to any interest being considered usury, and so with that being one of the few positions open to Jews outside the shtetl, Jews tended to take up such positions. That's where the Greedy Jew stereotype comes from. In addition, the nun mentions being accused of being a witch and poisoning the water supply, but there's no reason for the neighborhood kids to think that. However, this was a charge commonly leveled at Jews, especially during The Black Death. If after waiting for her father to come back, the mother finally decided to convert back to Christianity, she may have wound up abandoning her daughter due to her Jewish lineage in order to try to restart her life, but then went somewhat batty due to the guilt and isolation and obsessed over food as a way to distract herself.

The girl in "The Old and Unused Well at the Border of Life and Death" is Idolfried Ehrenberg's daughter
She has blonde hair and mentions that her father was a soldier and fell into a well and died. If we take the theory that Idolfried and März fused to form Märchen into account, Märchen mentioning a strange familiarity upon his and the girl's first meeting is also a hint.

Ido Ido and Märchen were inspired by Takarazuka's Elisabeth
Both Märchen and Elisabeth have similar themes, such as the setting in a German-speaking country, a main character from a noble house with the name "Elisabeth", and the relationship of this main character with a personification of death or similar matters (der Tod from Elisabeth is literally death, while Märchen can be seen as the personification of revenge and hate). The fact that a former Takarasienne, Ayano Kanami, can be heard in Märchen and that Revo worked with Takarazuka for "Lancelot" (2011) further hints at some sort of connection between Revo and 'zuka.

    Others 

Soulja BoyWMG/MusicSupertramp

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