In this game, you can choose this time to reject The Outsider's powers, opting to use your own natural skills to take down Delilah. However, The Outsider will be visibly angered by your decision to reject his gifts. Considering how he usually delights in decisions he could not predict, this is unusually Out of Character of him, until you realize why. Unlike the first game, where your actions affect a small part of the world and only that part, this time your Big Bad is someone who has the potential of usurping him as God-Emperor and turning the whole of existence into a hellish nightmare where everyone is forced into becoming her mindless worshipper. Since you're up against someone unbelievably powerful and not to forget, smart and cunning, The Outsider wants you to have the best skills you can have; by rejecting his gifts, the chances of you succeeding becomes smaller and he's rightfully worried that you might fail. Which makes winning the whole game depowered all the more sweet.
Playing as Emily occasionally has characters point out how she and Delilah are Not So Different (Delilah most often). In the first game's beginning section, young Emily asked Corvo if he would marry her if he didn't marry her mother. Meanwhile, play as Corvo in 2, and Delilah will mockingly flirt with him after she petrifies Emily. Delilah also has relations with men and women, and Emily's lover Wyman is given no gender just for the purpose of making Emily's sexual orientation ambiguous.
Why are there suddenly a bunch of female guards in Dunwall and Serkonos? This is probably due to the influence of Empress Emily, who was trained by Callista. It was Callista's fondest wish to be a whaler despite the sexist society of 15 years ago. Emily could have exerted a lot of her influence to making the sexes more equal, even if she didn't work much on ruling well. Let's not forget that the plague has decimated most of Dunwall's population. This echoes the Real Life feminist movement where WWI and WWII lost an entire generation of men, forcing the workforce to offer jobs to women, which would have been impossible otherwise.
Saving Aramis Stilton has a lot of repercussions, not the least being that Meagan Foster regains her arm and loses her scars because she doesn't rush headlong into a mansion full of watchmen covering up what happened. However, it also makes sure Paolo and the Vice Overseer never actually get into a brutal gang war because the region never becomes a shell of its former self. You can even hear the Duke being slightly less of an awful ruler because of Aramis' influence. Ironically, Low Chaos Emily Kaldwin does a pretty good job of reversing her neglect of her throne in this mission.
Also note the set-up of the encounter with Stilton. You find him in the back of his house, standing underneath a gazebo. Why is that familiar? Well, it's identical to the setting where Empress Jessamine was assassinated. Her assassination was the Plot-Triggering Death of the entire series, while Stilton's life is similarly pivotal, in that sparing him and preventing the incident that made him mad sets off the end of the series, namely the Outsider's death. She was in a garden gazebo when she was attacked by Void-powered assassins, just like Stilton is alone in a gazebo gathering his thoughts before visiting the Study. On High Chaos, Emily/Corvo finally Became Their Own Antithesis, whereas in Low Chaos, they manage to rewrite history by preventing a similar fate from befalling the Big Good of Karnaca. Also on a class level, Jessamine was Blue Blood, while Stilton is a blue collar self-made man of the people, demonstrating that history is dependent on the lower-classes and their fates as much as, if not more than the aristocrats.
Emily still calls Corvo by his name instead of "father" or other patrilineal appellations, despite it being publicly acknowledged that Corvo sired her by the time Dishonored 2 takes place. Why? She spent much of her earlier childhood not even knowing that Corvo actually was her birth-father. He was "Corvo", a father-like figure in her life. The habit persists into her adulthood. "Corvo" is the equivalent of "Daddy" to her.
Delilah's claim that she was cast out because Jessamine blamed her for an accident seems a bit out of the Empress's character (from what we've seen in the first game)... until you try to imagine it from Jessamine's point of view. Jessamine was a child at the time, possibly too young to fully understand the social hierarchy in place. Delilah also mentions that it was the "Royal Spymaster" who caught them. If that was Hiram Burrows, then it's not hard to see why Jessamine wouldn't want to deal with him. But she also probably didn't realize how far they would go in punishing Delilah. Jessamine probably assumed Delilah would get the same (comparatively lighter) punishment that would have been used on her and couldn't have realized that Delilah would get something much worse. Furthermore, given what we've seen of the politicians in this world, it's easily possible that the spymaster lied to Jessamine about what happened to keep her from trying to use her position to let Delilah back into Dunwall Tower.
Skewered rats are one of the most commonly eaten "delicacies" in Serkonos along with various foods in a state of rot. Even the Duke comments there's something bizarre about that. Then you realize, they're eating rats because they're starving due to the Duke's excessive taxation.
During the end of one mission, you are treated to a cutscene which has Emily or Corvo falling through the void, only to be caught by The Outsider, who proceeds to show them the secret behind his creation. You can still look around and even move, and there are creepy statues of cultists standing before a sacrificial altar, and one holding the blade that would lead to The Outsider's creation. Take a look at that blade, a real good look. Anyone familiar with Dishonored would recognize the hilt and part of it as similar to an Overseer's saber. Now take a look at all the statues, they all have the same face. The Overseers are required to wear masks 'Of the Everyman'. What if the Overseers aren't just a cult dedicated to loathing the Outsider, but a cult spawned from the remnants of the cult that MADE the Outsider? It puts the existence of Overseers in another twisted light.
This is unlikely, as the masks the Overseers use are modeled after a specific, named character (as noted in a book found in the Overseers' outpost in the Dust District). Also, considering the time spans involved, it wouldn't make much sense for the Abbey to have existed that long ago.
The statues are not wearing masks at all, but both groups were the same cult.
Stilton's Mansion is still suffering from the Void leak due to the seance. Depending on your choice, it's possible for the mansion to be populated with people. Considering just how detrimental the Void could be to those unmarked, there's a great possibility of people being driven to madness the longer they stayed there.
This is confirmed in Death of the Outsider. Although outwardly, everything seems fine, Breanna Ashworth notes that there has been cases where people saw shimmering lights and strange voices whispering into their ears. Stilton has even, discretely, paid for various 'mental exhaustion' healthcare sprouting among his workers. One servant fled her post, refusing to return, and one delivery man ended his service with the manor, abruptly, without offering a reason. And considering that Stilton is the definition of a Benevolent Boss, whatever spooked them is troubling, to say the least. Breanna continued to note that whatever they did to resurrect Delilah has caused the Void to crack and bleed into the manor, only time would tell just how much said crack would affect the world.