I thought - what if actually all of the player characters in Echo Bazaar are dead? We all surfaced in a prison cell, with no recollection whatsoever of what happened. And wake up in a world where death is no longer permanent, devils walk on earth and actually Hell is a well defined place, west of the City. There are monsters and creatures and the Masters of the Bazaar, that could actually be concealing wings under their crooked figures and ample cloaks…
I know it’s a long shot: the Neath is a physical place, where people can come and go - the above world sends spies down under, and those who don’t “die” in the Neath should be able to return anytime. I just thought - what if the visitors from Above are actually mediums and sensitives, able to catch a glimpse of the afterlife, and people who come back to the world Above are like revenants, still tied to their old world while th vast majority of us are only living in the Neath as a purgatory before going somewhere else… Maybe Hell, maybe not. What with the North? North comes with creepy omens, but isn’t it true that the road for Heaven is narrow and difficult? And possibly scary, too?
Again, this is just wild speculation, and probably I overlooked or forgot many clues… I’m not playing by much, after all. I just thought it to bring these ideas to the attention of the community ^^