How did both the Eagle Bearer and their infant sibling survive the drop off the cliff that was supposed to be their doom? A case of Gameplay and Story Integration: The Leap of Faith passive ability, which precludes death from falls, and a latent ability from being Isu descendants.
The nearly identical dialogue for Kassandra and Alexios makes sense when you realize this is an incomplete DNA fragment, so they're cutting a lot of corners as well as filling in the gaps with Herodotus.
There's also the possibility of Schrödinger's Canon being in play - Whichever protagonist you pick determines who played what role in those scenes. (Although canonically, Kassandra is the Misthios and Alexios is Deimos.)
They also have nearly identical lives and home environments despite their different genders.
The Eagle Bearer can get away with practically anything by just remaining hidden, paying the price or by killing the bounty sponsor, and only have a few mercenaries thrown their way instead of being banned from entering cities, attacked on sight etc. People probably assume there's a Man Behind the Man at work and that the Eagle Bearer is simply being paid to commit these crimes, and send mercs to stop him/her while they try to figure out their client's identity.
Nikolaos tells Kassandra to "beware of snakes in the grass." By Assassin's Creed Origins, the Order of the Ancients is collectively personified as "The Snake."
At first, Kassandra being able to take part in the Olympics might seem a Critical Research Failure as the game seems to be glossing over the patriarchal nature of Greek society. Aside from the Herean Games (a women's sporting event that may or may not have been part of the Olympics- historians are undecided)the Olympics were for men only, to the point where it was a criminal offense just for a woman to be in the audience of any Olympic event. However, Kassandra does have the backing of Alkibiades, an extremely powerful and wealthy politican who has a vested interest in seeing her succeed. It probably wouldn't be entirely above him to bribe, seduce, manipulate, or coerce anyone with authority over the Olympics into making an exception.
When Persephone makes a deal with the Misthios to resurrect one of their loved ones in exchange for killing Leonidas in The Fate of Atlantis, Natakas/Neema are mysteriously absent from the choices the player is given. Its entirely possible that the Misthios never met Darius/Artabanus and his child until some time after The Fate of Atlantis takes place.
The Eagle Bearer has a child with Darius's child in Episode 2 in "Legacy of the First Blade." Considering the ending of the game, the Eagle Bearer will end up outliving their own descendants because of the immortality given to them by the Staff of Eden, as well as not dying until they hand it off to Layla in 2018.
The beginning of Episode 3 pretty much confirms this.
At the beginning of the game, we learn that a mysterious group of rich men have arrived at Kephallonia apparently on a business deal with the Cyclops. When we are finally introduced to Elpenor it starts to become more evident that their main interest is in the Eagle Bearer, but it also appears that they did some measure of business with the Cyclops (presumably that was what he was doing while he was away from the island). It makes you wonder if the Cult of Kosmos was planning to recruit the Cyclops or, at the very least, considering him as a possible ally. By killing the Cyclops at the start of the game, you may have just barely prevented Kephallonia from being overtaken by the Cult without even realizing it.
Alethia mentions she has some other Isu working with her. When Layla and the Eagle Bearer meet her in "The Heir of Memories", she's all alone, and the other Isu go unmentioned. If they died, that'd be one thing, but Alethia has uploaded her mind into the Staff. So did she do the same for her buddies, or didn't she?
The "Fate of Atlantis" DLC adds a new wrinkle of horror to Isu tech. Origins hinted that being geographically near an active Apple could result in a copy of a being's mind getting uploaded to a virtual world (the "afterlives" Bayek explored). But then Episode 1 of "Atlantis" has Leonidas as part of Alethia's first simulation. So either he's a tremendously good recreation of the guy... or it doesn't have to be an Apple, just any Isu artifact. Now think about just how many of those there've been through the centuries...
The various mythological monsters the Eagle Bearer meets are revealed to be an Isu experiment which went wrong (or possibly, far too right). Which might be what the "ghost pharaohs" in Curse of the Pharoahs were as well: An Isu experiment with an Apple left unattended, until someone stumbled on it.
Awakening Atlantis requires all four of the Isu artifacts that spawned mythical Greek monsters like the Gorgon or the Minotaur. However, the Fate of Atlantis DLC shows that these artifacts were the result of Project Olympos, a failed and horribly amoral weapons development project that was the reason why Atlantis sank beneath the ocean in the first place. Why would Olympos' shunned legacy of all things be the key to unlocking that which was destroyed to stop it?note The mundane answer is "because the base game and the DLC were made by different Ubisoft studios that don't talk to each other, and because Ubisoft has long since given up on telling a coherent Assassin's Creed story anyway", but that's nothing the game itself ever tells you, let alone cares to explain.