The March Hare's ability has some Fridge Horror to go with it. It may save your life by making your enemies think you're dead, but who knows what things will be like when you wake up? You could have been hurt worse and know you really are dying now, all of your friends/family could have been killed and your home destroyed, or you could even wake up in a coffin and have no way out.
Every chain with the exception of Oz and Cheshire was actually once a human. Meaning the things our heroes have been killing left and right were—or if they retain their consciousness, are—people just like them.
It actually is worse than that. During the 100 year period that the Abyss was dark, Chains were brought into existence from things that somehow survived the fall into the Abyss, where they were trapped in a violent, eternally dark kill-or-be-killed Eldritch Location with only one escape: a contract with a human from the surface world. If Oz's experience was any indication, Chains under normal contracts have little control over their own powers and can be used as a Living Weapon regardless of the Chain's own desires, so while the Contract system can have its benefits, at its worst it's basically a form of slavery. This can also be turned on its head in a way: in cases where the Contractor is particularly mentally weak, a Chain can influence their thoughts and emotions, but still not to the extent that a Contractor can control their Chain. And even worse than all that, any Chain that died during the century-long darkness couldn't enter back into the Reincarnation cycle, meaning that after all their suffering, they ended up Deader Than Dead.
Everything known about the Baskervilles and Children of Misfortune were lies. The Jury, immortal beings overseeing time, have done their best to pre-plan every event in every world to create the best 'stories,' and they created the Baskervilles to act as their enforcers against any possiblespanners in the works. The most prominent of these were the Children of Misfortune, abnormal and unpredictable beings born at the whim of the Core and naturally Immune to Fate. Due to situations suspicious in hindsight, these Children were often born as close family members of the Baskervilles. This did not save them from being ritualistically executed in celebration every time a Baskerville heir came of age. To be fair, the Baskervilles had been raised on the belief that the Children of Misfortune were too dangerous to be allowed to live for centuries, and the Jury fed into the Baskervilles' own self-importance by glorifying the job as critical to the survival of the world.
In Retrace LXXVIII, Jack asking for Arthur's help to seal Glen's soul is revealed to be a ruse to fake Jack's death to the world, using Oswald/Glen's body as a replacement for his own to let him disappear. The underlying and usually overlooked horror is that The reason of the whole masquerade was that Jack was getting noticeably younger, and looked already like a teen when he opened up to Arthur. Which means that Oswald's body had been secretely kept for up to a decade after the Tragedy of Sablier, when Jack was the only one privy to its truth. Jack actually preserved his dead friend's body out of pure obsession (or guilt?) for years and then for a whole century using magic seals, and he clearly did a good job because it is rare for a face to still be recognizable one century after death.
And heading into Fridge Brilliance territory: despite people in the story saying that Children of Misfortune were born near Glens as a result of a Glen's distortion on the world, the revelation that the Jury created the Glens to enforce against the Children of Misfortune makes it highly likely that it was actually the other way around.
Gilbert's fear of cats... Did seeing his little brother cut out a cat's eyes with scissors traumatize him?
When Oswald traveled back in time to kill Lacie and prevent the Tragedy from ever occurring, it could have also been a twisted way of saving her. After all, if she were killed before she could be cast into the Abyss, her soul would never be destroyed and she could reincarnate after a hundred years.
After Jack finally kills Oswald, look at the panel showing Alice. She's covering her ears, clearly having heard her uncle's brutal murder.
Or more likely, considering what Alice tells Jack when he runs up the tower afterwards, she's hearing Oz's tortured screams as he's forced to be the weapon that commits that brutal murder.
Despite her physical age having been increased by the Abyss, Alice was actually anywhere from three years to less than a year old when she committed suicide, given the time frame between Jack meeting Lacie, Lacie being sacrificed, and Jack collapsing Sablier. Jack was around Oz's physical "age" when he met Lacie and according to the manga it took eight years to find her again, putting their reunion around when Jack was between 22-24, 21 if we're being generous. The Tragedy happened when he was 24, and Alice wasn't born until Lacie was sacrificed sometime after she and Jack met, meaning that when Alice committed suicide, she wasn't even old enough to, by modern standards, enter pre-K. No wonder she has such childish behaviors; she is, in many ways, still a very young child.
Why there is such emphasis on the Core's loneliness: The Tragedy of Sabier came about as a result of Lacie's wish, Jack's interpretation of her wish anyway. But her wish, from the time she was a young girl to the day she died, was that the Core wouldn't be lonely. It's the reason Oz was born and Lacie agreed to Levi's experiment. It is not the cause, but the root of the entire plot!
Retrace LXV. Everything you thought you knew is a lie, nearly every reference to Glen and Jack has to be reversed or re-examined, and Oz's "sin" suddenly makes a lot of sense.
Jack's friendship with Gil, Vince, and Alice is a reference to Lewis Carroll's child friends. In fact, Jack is very possibly based off Carroll. The anime even includes a scene in which Jack and the Intention of the Abyss are taking a boat ride together, something Carroll was fond of doing with Alice Liddell and her sisters and which was what spawned the original Alice's Adventures in Wonderland.
Ada's fascination in the occult is also based on LC's own interest in the occult and ESP.
Remember when oz and Gil first met? Oz, a ten year old, wanted a signed contract with Gil that Gil would be his servant and do everything Oz said, like eating his vegetables. At the time, it's just a cute little thing about their past, but with the reveal that Oz is a chain it takes on another meaning. Chains make contracts. Oz wanted a contract with Gil. Chains are meant to contract with Baskervilles. Oz's instincts as a chain were strong enough, even with his loss of memory and body, that he knew he needed a contract with Gil the Baskervile! since at the time a written contract was the only on he knew about, its what he used, but he was being hinted to be a chain since chapter six!
Oz's near-suicidal selflessness and his ability to use B-Rabbit's scythe make perfect sense as of Retrace LXX: Oz (Reality). He is the chain B-Rabbit, originally a rabbit doll brought to the Core of the Abyss by Lacie and imbued with life. Retrace LXXVI reveals how Alice came to become the B-rabbit. After killing her mortal body, she willingly fuses her spirit with B-rabbit's in order to protect Oz and keep him from having to kill anyone else.
As of Retrace LXX it's been revealed that Oz is actually the Bloodstained Black Rabbit and is in fact using Jack's body. Didn't we see Oscar being told that there's a possibility that baby Oz was switched with another child at birth?
And even further, it finally explains Oz's almost blind devotion to Alice, which seemed to just be an "it's love, don't argue with it" concept before this point. He was literally created with no other purpose in life than to protect Alice.
Consider how Alice, since the very early chapters, has been referring to Oz as her property. With the revelation that Oz used to be her stuffed rabbit in mind, her possessive claims actually make sense.
Jack's anger toward Isla Yura might seem a bit strange for someone normally so calm and friendly, especially since they share the same goal. But it makes perfect sense if you realize that Isla Yura was trying to toss the world into the Abyss just for fun, which Jack would naturally see as an insult to Lacie's wish, or at least his interpretation of it.
Oz's bizarre Freakout in Chapter 41, when he states that he has to destroy 'it', including a seemingly random panel of the Tragedy of Sablier makes sense when you realize that his shaken mental state almost broke the seal on his memories and made him recall Jack's command to destroy the Chains that support the world. Before that, Oz even heard a voice screaming and begging someone to stop making them hurt people which turns out to be his own from one hundred years past.
Gil's gotten lucky a lot. He's survived Oz slashing him across the chest, survived a direct hit from Cheshire, survived a poisoning attempt, and that's just the start. It's a sign of him being a Baskerville.
Xai claiming that Oz's sin is his very existence in the first chapter: We now know that Oz's body is actually Jack's body, that Jack told Xai his son would be stillborn and convinced him to replace his dead son with Oz, and that Xai now believes Jack organized the deaths of Xai's son, nephew, wife, and sister-in-law in order to put Oz in a favorable position for Jack's own designs. Even if Jack's culpability in these deaths remains ambiguous (and even, as Oscar points out, logistically unlikely), it explains a lot about why Xai feels so comfortable scapegoating Oz for family tragedies.
From the very first chapter of the manga, we have the scene in which Oz touches the pocket watch for the first time and has an apparent hallucination of being hugged and then subsequently attacked by Alice. This scene doesn't make much sense until much later in the manga when Jack's intentions are finally revealed: What Oz experiences appears to be a corrupted, distorted memory from around the time of Retrace LXXVII where the Will is still very much infatuated with jack, to her own detriment, and Alice despises him for what he did to Oz. Believing him to be Jack, the Will hugs Oz and claims she's happy he came to see her before losing control of the twins' shared body to Alice, who attempts to kill him while telling him she'll never forgive him. Turns out that whole scene isn't there just to be creepy - it really is a brilliant bit of Foreshadowing.
Children of Misfortune are often born close to the one who will inherit Glen's soul, as with the case of Oswald and Lacie. Gilbert was supposed to be the next Glen 100 years prior but it was thwarted, which explains why Vincent has only one red eye.
But Vincent always had only one red eye even before Gilbert's interrupted ceremony, so this doesn't make sense. Lacie always had two red eyes, even before her brother's ceremony. This explanation would only be plausible if it was predetermined before Vincent was born that Gilbert's ceremony would be thwarted, which is equally impossible because the Tragedy occurred due to a chain reaction that resulted from the acts of multiple Children of Misfortune, who are unpredictable even to the Jury.
Oz still being referred to as the Key to the Power of the Abyss or simply the Key to the Abyss, in-series and in Guidebooks written by the author. It seemed pretty baseless when they first mentioned it, and got stranger when the guidebooks still called him that after the revelation that he is B-Rabbit. However, Oz is a Chain created to break the stabilizing chains holding the world above the Abyss, meaning that the initial purpose of Oz's existence was to open up the Way wide enough to swallow the entire world. What Oz eventually does with those powers is restabilize the dimension, which releases the Core and its golden light from its unstable vessel, repairs the reincarnation system, and paves the way for new and more intimate contact between the Core and humankind. In either circumstance, Oz acted as the key to the power of the Abyss.
It's also a Biblical reference. Revelation 20:1 reads: "And I saw an angel coming down out of heaven, having the Key to the Abyss and holding in his hand a great Chain." The initial context of this statement comes from a passage known as Satan Bound the Thousand Years, where Satan is bound and cast into the Abyss, bringing upon the world a new golden age but with the knowledge that hardship will eventually return. This doesn't make much sense in relation to Pandora Hearts or Oz until the Bible's other definition of the Key to the Abyss is explained. According to Revelation 9:1, the "angel of the Abyss" (possibly Satan) comes to Earth as a messenger of God's wrathful judgement, where he, using the power of the Key to the Abyss, opens a pit into the very heart of the earth and brings plagues upon humanity. So the Key to the Abyss was a power sent from God that almost ended the world, but was eventually was used to fight the one who tried to end it. Now that sounds a bit more familiar...
This interpretation is very likely considering that in the very first Retrace, Sharon verbally ponders over Oz's nature and says that they (Pandora) must possess the Key to the Abyss, so she will stand by Oz even if he turns out to be "a fallen angel that will bring about destruction." This is a pretty clear connection between the term "Key to the Abyss" and the subject matter contained in the Bible verses that discuss this Key.
Elliot's choice at the end of the Isla Yura arc to die as himself with his painful memories rather than letting Oz kill him or Humpty Dumpty rewrite his memories again to give him peace foreshadows the eventual conclusion of the conflict between Jack's efforts to end the world, Oswald's desire to rewrite the painful events of Sablier, and Oz's Take a Third Option.
Oz was initially believed to be based off Alice or the White Rabbit, but by the story's end Oz turned out to fit no set Wonderland Archetype (in fact, his origins seem to be based off a character from an entirely different story, The Velveteen Rabbit). This is because Oz is, as Oswald put it, an unfortunate child that was never supposed to have existed in their world, even moreso than the Children of Misfortune. Thus, unlike the other characters, he has no obvious equivalent, no preset roll or place, in Wonderland.
Oz, from the Wonderful Wizard of Oz, is not from the Land of Oz.
When Oz, Cheshire, Alice, and Alyss all die in the final chapter and they linger a while as disembodied spirits, Cheshire clings to Alyss and returns to being a normal cat, while Oz's disembodied self takes a human form. This is notable since Cheshire is Oz's Shadow Archetype, both being Chains born around the same time and in similar ways and both devoted to their respective Alices. But Oz, unlike Cheshire, grew beyond these simple traits and became "real"—compassionate, independent, complex, and self-valuing—so when they all are disembodied at the end, Oz appears as a human, while Cheshire shows himself to have remained, in his heart and mind, a simple cat.
The Jury claimed that the Children of Misfortune came around because of the Glens. However, Break, who was born after the Tragedy, had no relation to the Baskervilles. This supports the theory that it was the Glens who were born around the Children of Misfortune.
Why the Sinclair family still died. They were a noble family living in a time of political turmoil. Even though Break managed to avert the event that originally killed them, the world hadn't changed. The Will did exactly as asked. After all, it's not like Break asked her to protect them.
This could even tie into the final arc. Yes, the Tragedy of Sabier would likely be averted by killing Lacie before she could meet Jack. But that wouldn't change that the Core was desperately lonely and that the Children of Misfortune were killed just for being Immune to Fate. It's not a case of inverted Save This Person, Save the World. None of the problems would have been solved.
Why the Cheshire Cat attacked Alice: In the past Alice stole B-Rabbit's power and used in a way that hurt the white Alice. He actually has good reason to consider her a threat!
And then when Alice lost the power of B-Rabbit, he recognized her as the white Alice's beloved sister and protected her. He still hates her, but look how Alice yanks his ears; she was probably a terrible pet owner.
At an early part of the manga, Oz tells Gilbert that "Rabbits die if they get lonely." Oz is, of course, the true B-Rabbit, and has had to cope with quietly feeling isolated and alone and undeserving of those around him for most of his life, something that has taken a massive toll on his mental health. As per Character Development, when heading into Sablier for the last time, Oz offhandedly mentions with a smile how strange it is that even though he's literally just lost his group in the Hole's illusions, he still doesn't feel alone.