- Kansei's epilogue makes it pretty clear. Liam calls the mysterious boss 'father', which means the Big Bad is likely Mr. Auten's former business partner. From the way they were talking, Chance might even be Liam's sister or half-sister.
- From Yousei's epilogue it seems there may be more than one Bad. Which one's the Bigger remains to be seen.
- Cutting is a bit of a stretch. What's obvious is that he attempted suicide, at least once. There's a lot of ways to do that, no cutting involved. Not all suicidal people are cutters, and not all cutters are suicidal.
- Confirmed in a conversation between Kangai and Aaron in Yousei. Cutting doesn't quite fit in that, but a suicide attempt does.
- According to Yousei, Naoki's kansei does not deal with just Photographic Memory. Apparently, it really is empathy-based since it isn't just information he can remember. For example, if Naoki reads a book, he can remember not only the contents of the entire book but also the texture of the book and the feel of turning each page. He can (rather, is forced by his kansei) remember every moment that has occurred in his life from the moment he discovered his powers. So maybe this WMG is sorta kinda subverted.
Some other things I noticed - if I recall correctly, we have yet to hear Aki and Naoki's side of how they were apprehended. Gurski thinks his arrest of the twins was a plan the twins came up with, and that theory does make sense - the stress of being on the run and the guilt of conning people certainly doesn't seem like it would sit well with Naoki. However, it is mentioned how quickly Gurski managed to catch the twins - it's likely that Aki used her kansei to help evade arrest, but as we know, Aki can't push the thoughts of fellow kansei users. An alternative explanation could be that since Gurski knows what the twins are, he might have been able to "guard" himself against Aki's kansei.
Another thing is that Gurski is clearly not happy with whatever Schultz is trying to do, and she appears to be keeping Gurski in line by threatening to remove him from his position of handler to the group. Does she have a reason to keep an officer of questionable loyalty in what seems to be an important job, or did it have to be Gurski, because he has a kansei, and therefore is immune to Aki's ability? Similarly, why is Gurski so devoted to his role of keeping an eye on the group? Is it because he takes his job seriously, because he feels empathy for the twins knowing their history, or is it sympathy, because he knows the pain of having a kansei?
Finally - why does Li Mei dislike Gurski? Kangai thinks it's Aki's influence, but, as we've seen Gurski really does care for the group, and Li Mei should pick up on that. We've also seen that Li Mei strongly dislikes lies, though she doesn't always speak up when she knows someone is lying / hiding something for example, Chance potential attempt to poison Kangai in Yousei. Does Li Mei's dislike stem from something she's sensed from Gurski, rather than Aki's influence?
From this, there is a chance that the ability Kangai's adopted sister gained made her estranged from him and she seemingly either committed suicide or in an emotional moment, left him, making him blame himself for failing as a brother. THEN, Kangai's sister was saved by Liam's father and adopted by him, becoming Chance. She actually wants no part in her "father"'s goals, but is powerless to defeat him and the bad guys herself. A few years of having to do his bidding most likely made any suicidal tendencies she had even bigger, and she would also come to bitterly resent Kangai even more. That said, her brother is the only one who can help her foil the villains plans, which explains why in Jisei, she personally informs her "father" about Kangai being the person and feigns wanting to kill him to make it look convincing.
In the future installment, she would likely subtly nudge him into finding out the main villains, appear herself to make bitter comments about him, and unwittingly give herself away, either before the final fight begins or during the fight. Perhaps she would even serve as a final boss after the villains are down, seeking to finally do what she intended and commit suicide, with Kangai and the protagonists seeking to stop her. OR she would sacrifice herself to decisively defeat the villains and share a few last moments with her brother before dying.
In that case, the outcome could be a Bittersweet Ending in both ways: The first one, Kangai stops Chance from dying, she is along with Kangai now a permanent part of the group, giving them a family they always wanted, the villains are defeated, everything is at peace, both Kangai and Chance will get a real romantic partner... But some of the heroes will suffer some permanent injury or disability, like either going through more mental trauma and still coping with it (Likely Naoki), or having their hands and legs crippled (Perhaps Gurski, which would end his career as a police detective). Alternatively, Chance dies but she manages to give Kangai solace and dies redeemed and content, Kangai will marry either Aki or Li Mei, and spend the rest of his life along with the others in peace and happiness before getting reunited with Chance in the afterlife.