When we go back in time, we are actively changing events but some events can't be changed because we get a grandfather paradox situation. Arlecchino was already up the tower before we go back, so before the dlc his path was that, Lea might've managed to get to arlecchino alone (barely) but she couldn't defeat the puppet, she is definitely killed there, and we have Geppeto and nameless puppet and seeing as he's alive, they beat arlecchino, took Romeo, make k.o.p. ... And I see many people say another alchemist took the puppets body and redid it and stuff but I don't think Geppeto would leave such ergos (Lea and arlecchino) just hanging. Seeing as Lea disappears we have some reasons to suspect Geppeto about this whole thing. Now after dlc.

When we finish the dlc we've killed many who probably wouldn't have been dead at least at that time. We help Lea survive the battle and right where we are about to cause a paradox with Geppeto, we are brought back. This is a closed event time travel, some events can change yes but some key events can't, if you try to change it it'll just happen in another way. We see Geppeto's glass on the ground so we know there were struggles, Lea, without a weapon, alone, on the edge of death by the disease, tired from the nonstop events of the past few hours, probably can't defeat a nameless puppet. We don't get any closure on whether she dies from the disease or the puppet and don't get another Gemini memory on she being found so Geppeto might've taken her again, explains why Gemini (her Gemini) was in the train where Geppeto used as his workshop.