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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.
Yumekui Merry
Because in a world of dreams, nothing is as it first appears.

The Dream World is really the Warp from Warhammer 40,000.
  • It makes sense when you think about it. In the modern day (or 'M3' to use Imperial Dating), the warp gods Nurgle, Khorne and Tzeentch are still infants in the literal sense and Slaanesh doesn't even exist yet, and the Immaterium as a whole can best be described as a calm ocean, unlike the horrifying nightmare it is in the 41st Millennium. non-chaotic warp entities were commonplace and had yet to be warped into Eldritch Abominations by the Ruinous Powers. The point I'm trying to make is that all of the 'dream demons' so far encountered by Merry are actually daemons from the Immaterium, as of yet unwarped by the relatively nonexistent Chaos Gods. Merry herself is one such daemon, apparently having found a hole in reality to slip through somewhere or having possessed an unwitting human to use as a body and hasn't yet realized it.

Chaser John Doe was formerly the Dream Demon of Isana's dad
Her dad did mention before that he "befriended" a cat in his youth. He also seems to know more than he lets out and gives advice in a similar way to John.
  • Evidence supporting this has emerged in recent chapters of the manga. Firstly, we know that John can take cats in Reality as temporary vessels. Secondly, when John is speaking through a cat, one of the cat's eyes — but ONLY ONE — lights up in the shape of a Dream Demon's eye... which may have something to do with the scar over Pops's eye.
    • What chapter would this juicy evidence pop up in?
      • Notably, the first time he speaks, in Chapter 27, and just before he advises Isana to lose weight in Chapter 33. The eye that changes is usually the right eye, the same eye which, on Pops, is scarred; additionally, the stitched design of John's smile, which appears in the cat's eye, also resembles a scar. However, the stitched design occasionally appears in the cat's left eye, usually when that's the only one shown, such as when John-in-cat-form is viewed in profile later in Chapter 27, and after he meets Yuuya and Cactus in Chapter 38, so it might just be artistic license.

Merry was deliberately SENT to reality by Pharos to stop her from interfering, and Brain Bleach ed for same
Think about it. Merry has *keys* which pretty much let her her destroy whatever the hell she wants in the dream world. Note that dreamspace has many doors leading to different Nightmares' worlds. IF she could lock them and prevent dream demons from passing over, she would have single-handedly jossed Heracle's entire plan. Quite obviously, she HAD to go.

There are two gatekeepers. Merry is the one on the Dream World. Yumeji is the one in Reality.
  • With the same scars on their hand, there must be some parallels between Yumeji and Merry, and Yumeji's abilities make him a great protector of the everyday person's dreams when he tries.

Shiragi...
There is something up with that kid. And now that we know that Yumeji is both half-demon and Hercules older brotehr, it can easily inferred that Shiragi knew this somehow.
  • Not only that, chapter 60 shows that there's someone behind Pharos himself. and that person must be none other than Shiragi's demon.
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