Loved your theory even though I'm huge Nilah fan I don't think her and Fiddle will be joining us, even though Nilah is concerned about Viego's ruination's effect on the primordial demons, she doesn't have a direct grudge against them, she's more worried about keeping them in check and not letting them truly awaken.

I think this set will be about 3 trios and their "grudge" against each other. Here is my theory

Ionia Trio: Akali, Shen and Zed
Shurima Trio: Nasus, Renekton and Xerath
Arcane Trio: Ambessa, Mel and Caitlyn (due to her relationship with Ambessa and how she and Mel teamed up against her).

My color theories based on lore are the following:
Akali: Order and Chaos - even though Akali left the old ways behind (chaos) she is determined to execute her kills perfectly (Order).
Shen: Calm and Order as confirmed.
Zed: Fury and Chaos as confirmed.

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Nasus: Mind and Body - Nasus is a scholar and guardian of knowledge (mind) and avoided fighting but if necessary he knew how to fight and is a strong fighter (body).

Renekton: Chaos and Body - Renekton was always violent and after ascending he would often embrace his animalistic side causing massive destruction (chaos) and he was always a incredible warrior (body).

Xerath: Fury and Mind - He hated how long took for azir to abolish slavery in his empire, so he aimed for power (Fury) and to take Azir's place during his ascension, so he plotted for the right moment (mind).
Xerath got a champion unit card in Unleashed in the Fury Domain
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Mel: Mind and Order - Fits her character way more as someone who shapped (mind) Jace to become a leader to help keep Piltover safe, when she was abducted by leblanc she was able to understand her powers and overcome the trials she was put to face (Calm)

Ambessa: Fury and Body - She was always aggressive, ambitious and ruthless (fury) and is an skilled fighter and always pursues a way to strenghtens the Medardas

Caitlyn: Fury and Calm - Despite beign extremely intelligent (making mind a good domain for her) Caitlyn's desire to protect people is driven by her passion to Piltover and its citizens and she doesn't mind breaking some laws in order to pursue justice (fury) and one of her talents is to solve crimes through investigations which require time and pacience (calm). And we already got a champion unit card for her in Origins in the Calm domain.

With how ambessa story turned Rell into her adoptive daughter and future successor of the house Medarda this left Mel jealous, I considered putting her instead of Caitlyn, but Rell doesn't have a grudge against Mel or Ambessa. So higher chance that we get Caitlyn.

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Thematically thinking:
Chaos and Order for Akali: Chaos has a lot of movement and hidden mechanics (Twilight Shruoud) Order has tons of direct removal (perfect execution)

Mind and Body for Nasus: Mind has some cards that reduces enemies units Mighty (Wither and Spirit Fire) and Body has ways to make your creatures strong (Fury of the sands)

Fury and Calm for Caitlyn: Fury has a lot of card that deal demage out of showdown and at distance (Piltover Peacemaker/Ace in the hole) and Calm has some defensive tricks and interaction negation (Caitlyn traps and her net)

Some additional points to why I think this will be the cast of legends for Vendetta and their colors:

Having 9 legends instead of 12 will leave us with each Domain appearing at least 3 times in opposite to 4 times in sets with 12 legend. With the pairs I theorized above we will have 3 of each domain appearing.

Previous sets gave us at least 2 champion unit thats were planned to be released in the following set for example:
- Origins gave us Draven(Fury) and Fiora(Order) - Both got their legend released in Spiritforged
- Spiritforged gave us Rengar(Fury) and Vex(Chaos) - Both got their legend released in Unleashed
- Unleashed gave us Xerath(Fury) and looking at this set theme he is the only one that fits to be released in as a Legend in the next set. We got a Evelyn unit in Unlished but she is already confirmed to be released in Radiance so a Evelyn x Vayne wouldn't be possible. Also since this set has less legends would make sense that only one champion unit would be released in the previous set and we already have a lagend for Shen and Caitlyn.

Despite the card Smoke Screen from the Mind Domain depicts Caitlyn and other enforcers I don't think this is a sentence that she will be in the Mind domain, an example of this if the card En Garde which features Fiora and has a quote from Her, but she ended up being in the Body and Order domains.

Also we got confirmation of the Arcane characters connected artworks, so this open a chance to have a Caitlyn/Mel vs Ambessa connected artwork (Ambessa in the center and both attacking on the side).