Anette is searching for a marriage partner because of Shin
She's basically trying to get a Replacement Goldfish but can't go through with it for many reasons.
Although if that was the case, she'd probably be going for men who are closer to her age instead of 50+ year olds and 5 year olds.
She already has massive psychological issues. So to her, any men could suffice.
The true identity of "No Face"
Volume 3 introduces us to a mysterious Shepherd serving as the supreme commander unit for Legion forces on the continent called "No Face" that seems to only have fragmentary memories of its life before joining the Legion. It remembers having a wife and daughter, but can't seem to recall much else about them. It also knows that it came from San Magnolia and died at some point in the 86th district. Furthermore it had a highly educated background and its position in the Legion hierarchy suggests that it was once a high ranking military officer. All of this suggests that "No Face" might have once been Lena's father Vaclav, who died in the 86th district and whose body was never stated to have been recovered.
There's one big problem with this theory, which is that the manga version of the story shows his head was crushed in the impact before any Legion arrived on the scene.
That's only the manga though. We don't know how much faithful that adaptation is. In the novels, Vaclav was burned alive and Lena just said she couldn't see half of his body, most likely because of the flames.
No Face's memory is incomplete. This indicates he was made in spite of his brain being damaged or compromised, because his neural pattern was that valuable to the Legion. Knowing this, it is actually even more probable that he was originally Vaclav, since he was both a high-ranking military officer and had his head crushed.
Episode 14 of the anime heavily implies No-Face is indeed Vaclav Milizé, mostly due to sharing a voice actor.
Eventually explicitly confirmed in the ending of Volume 11.
Not a pleasant thought, but the subtle ways it's framed in how she generally avoids going into details about her experiences in the camps regarding how she got that nasty "Whore's Daughter" carving on her back, why she always takes showers alone (at least until she and Kurena were the only girls left in the squad), and how the camerawork in Episode 7 seems to emphasize her when talking about how there are bad people in the Eighty-Six, all make this a possibility. If a plot point like this was in the original draft of the story, it may have been cut due to violating content standards for the Dengeki Bunko contest. Asato Asato did mention in the afterword of Volume 1 she had to make significant cuts to the story before submitting it. And it is certainly a topic she's willing to acknowledge as the beginning of Volume 3 attests.
The Legion's development fatally destabilized the Giadian Empire
Developing the Legion was undoubtedly a very expensive endeavor that put a major strain on Giad's economy, which led to widespread discontent. At the same time many members of the Giadian military felt threatened by the new AI army, which threatened their very livelihoods. In response to the growing unrest Giad's government unleashed the Legion onto nearby countries in an effort to sustain the economy by plundering their resources. Instead the government's fixation on external enemies allowed pro democracy uprisings to break out across the empire. Most of the military chose to side with the rebels, which led to the government turning the Legion on their own people in a bid to put down the rebellion. This action would ultimately backfire as the Legion instead went rogue and started attacking both sides.
Lena's narration throughout the recap is actually her reading from her autobiographical memoir, reflecting on her memories of the war.
The traitor helping the Legion during the Roa Gracia campaign
... is a San Magnolian Alba scientist who knows the secrets of the Legion and has grown disgusted with his nation's treatment of the Colorata and is also full of hate for the intense racism in other countries, such as how the Giadian nobility treated interracial relationships (Shin and Rei's parents being prominent victims of this). Thus, he has decided that the best way to unite humanity together is to free everyone from the diversity of race by having everyone harvested as Legion and to live on forever as neural data that can be endlessly copied over and over again. Given that the Legion are also subject to hard programming blocks that similarly limit their freedom, he is also feverishly working to break these limiters to give the Legion true free will and ascend them to become genuine Mechanical Lifeforms. His great interest in leaking Annette's presence is because he hopes to force her to assist him in this endeavor using her scientific knowledge and background with the Para-RAID system.
General Karlstahl's fate
The last we see of the general is in Volume 3's prologue with him walking away from Lena with rifle in hand and promising to buy her some time. Readers may likely come to the conclusion that he's going to make a hopeless Last Stand against the Legion as they pour into District 1. However, the anime adaptation of this scene adds a small detail in the background: an announcement on the PA system requesting all officers to gather in the meeting hall to discuss the Legion breach of the Gran Mur. Instead of one tired old man going to fight a machine army with a gun that can't even scratch their paint, it's far more likely that he's going to the conference to murder as many of the top brass as he can, clearing the way for Lena to begin her defense of the Republic without any pencil pushing idiot officers getting in her way, and thus buying her far more time than making a Senseless Sacrifice against the Legion. And his death likely comes as a result of this little mutiny.
Volume 11 shows that whatever he did after leaving Lena is not addressed, but he lived long enough to make it back to the frontline and fight the Legion again with a handful of troops, before being fatally wounded and then blowing his brains out with his issue sidearm after realizing his old friend Vaclav Milizé is a Legion.
Theo and Anette are going to hook up before the end of the story
Theo and Anette have together been quite playful about the main couple's love life and after Theo lost his ability to pilot due to his severed hand - and the fact that the (currently) available prosthetic technology isn't sophisticated enough to accommodate reaction times that Theo's typical fighting style requires - he and Anette start to interact more and discuss his future. At some point Anette is likely just going to use her Para-RAID knowledge to develop the tech that allows him to fight again, which would be (from a story writing standpoint) an easy position to create further relationship developments between the two.
San Magnolia's former Celene royalty's mysterious and supposedly lost esper ability, Intimidation
Besides being name dropped a few times, it's still the one esper bloodline ability that has very little information on how it works, but it's likely going to get revealed eventually.
What it actually does:
Based on its name and being described as something that the Royal Family used to "rule over their people" it's likely going to be anything mind-control related. How strong or subtle the effects are going to be (More than Mind Control, Compelling Voice, etc.) is another matter for sub-theories and guesses.
Who is going to manifest it:
It's most likely going to be revealed to be wielded by Lena (I mean, come on...) who does come from a (former) noble family, BUT the real kicker is going to be that it wasn't even a recent awakening for her. The bigger reveal is going to be that she has been subconsciously using it this whole time on both her surperiors, peers and subordinates in subtle instances going all the way from her time in the Republic Military to her current post in the Federacy's Strike Package, explaining how she's able to get away with questioning the higher-ups with minimal disciplinary actions and even intimidating them into giving her more resources after she becomes more confident, not to mention how she's able to inspire several other Handlers and the Eighty-Six to fight with her.
