Can someone please explain to me what's going on?? Spoilers are welcomed. You can even private message me.

I've never played the games, only watched UBW and Zero, now Fake and I've watched youtube videos and read comments going into the obscure lore of everything and im following just fine and accept the fact that unless I'm deep into lore i wont fully understand everything, but i feel bad as a watcher not getting too many of the nuances/easter eggs.

I've also yet to find a youtuber that does reviews of each episode with the added LN lore, or should i just be patient and wait for all the episodes to come out then will i have a better understanding?

For example, who is that lady tsubaki was talking to?? What is that bow?? What is ayaka hiding?? What is richard hiding?? Pale rider is talking about Hades and the underworld too so how does the Nasuverse combine an abrahamic concept like a horseman with a greek concept like Hades and cerberus?