- Who or What was Sailor Pellegrino possessing before she got her hands on "For the Love of God"? As she reveals her new demonic focus to Kaz, she appears to peel back her human face and her body dissolves into a swirling mass of red energy, declaring "Behold my new form." That raises the question as to whether there ever was a real Sailor Pellegrino.
- It's possible that the identity of Sailor Pellegrino was a disguise from the start — her career as a pop star was a cover to get into Neo Yokio, and her humble roots were a lie to get close to Kaz. If that's the case, then how is the Neo Yokio board of tourism going to explain that they picked a demon masquerading as a pop star to be their cultural ambassador?
- Then again, it's equally likely that there was, at some point in time, a poor girl from Cackalaka who ended up possessed by a demon. A demon that used the girl's talents to enter Neo Yokio, crafting the image of international pop star Sailor Pellegrino to further it's own interests, only to discarded the feeble human body once that demon found a shiny new focus. If that's the case, then there's a mother somewhere in Cackalacka whose little girl was effectively kidnapped and turned into a skin-suit by a demon.
- A third option is that Sailor Pellegrino was an actual non-demon pop star who ended up possessed some time between rising to fame and meeting Kaz Kaan. The demon that possessed her used her fame to get close to Kaz and "For the Love of God," discarding Sailor's body once it had acquired what it was searching for. It that's the case, then millions of Sailor Pellegrino fans likely found out that their favorite pop star was possessed and murdered by a demon.