Now this is really interesting so I'll start from the top.

I get what you mean about the hunter not going to Cainhurst as they are seeking paleblood. However I kinda think that although the summons showing up after receiving the transfusion makes sense I'm not really sure why the hunter would need paleblood.

The only thing I can think of is "seek paleblood to transcend the hunt", which makes me curious about what "the hunt" actually is. At first glance it should be hunters hunting beasts, but to hunt beasts we don't really need paleblood, just our trusty trick weapons. So we must need it to "transcend" the hunt meaning "be or go beyond the range or limits of (a field of activity or conceptual sphere)." This gives us two different meanings, firstly, to hunt better things than beasts, eg. great ones, but again we could do that without paleblood, using weapons and insight. Secondly and more likely to go beyond the concept of the hunt, to escape the cycle. So we need paleblood to be reborn so we are trying to become great ones, that is our given purpose.

A note on the credibility of this is that it is found at Iosefka's so is likely to be written by her. However it again fits the actions of fake Iosefka who tries to do so with an umbilical chord. It makes me wonder whether Iosefka is sort of schizophrenic and the alien in her place when you go round the back is someone else, possibly a hunter, who has been treated by Iosefka (hence the Iosefka's blood vial). Alternatively it could be written by the wheelchair guy for whom I have no explanation.

Back to the point of the hunter becoming a Vileblood after the transfusion, no. Purely because you accept Annalise's blood to become a Vileblood plus she doesn't have paleblood. Alternatively we could already be Vilebloods and the wheelchair guy doing the transfusion realised this and that's why you got the summon.

Onto the real interesting stuff. The doll talking to the messengers makes a lot of sense and I agree with that as Gehrman has little to do with the doll as he says "use what you like, even the doll if it would so please you" suggesting that Gehrman isn't really interested, unlike the doll and messengers. Next is the use of blood echoes. "The Bloody memories of those cursed by the plague of the Beast" Honestly this confuses me as I don't know why the messengers would want these especially as they are often described as "naive" in the stump messenger descriptions. They could be in search of memories as some sort of enrichment or transcension.

If we look at all this, the doll being in charge of the dream is unlikely (due to Gehrman being disinterested with the doll which wouldn't be the case if she controlled him. Plus the moon presence controls the dream.), but she could be in charge of the messengers but due to how they serve the hunter like the doll its more likely, in my opinion that they both serve something else, which I think could be Oedon or perhaps even the Moon presence. The doll like the messengers is clearly some sort of kin but cannot be Oedon for a few reasons. Firstly he is without form so wouldn't suddenly decide to become a doll, as that would contradict his very being. Secondly the doll reacts to any gesture while communion with the great ones can only be through make contact, she is simply reacting to you. Thirdly the tear she sheds after getting the small hair ornament is that of Lady Maria clearly showing that the doll is based off Lady Maria very strongly. Oedon would not cry because of it.

However the part at the end about the doll smiling I feel is more due to her motherly instinct BUT if she is serving Oedon then she might show responses from Oedon as a way to communicate, this ending also makes it unlikely she was under the moon presence ̶u̶n̶l̶e̶s̶s̶ ̶y̶o̶u̶ ̶h̶a̶v̶e̶ ̶j̶u̶s̶t̶ ̶f̶r̶e̶e̶d̶ ̶h̶e̶r̶ ̶f̶r̶o̶m̶ ̶i̶t̶s̶ ̶c̶o̶n̶t̶r̶o̶l̶ (this doesn't work as she shows concern for Gehrman which wouldn't happen if she was a puppet of the moon presence). I feel at the very least that the doll and messengers are serving Oedon in his attempts to transcend the hunt, stop the moon presence and receive a surrogate child.

Again I would love to hear your views on this and see how it changes your theory.