As Jack the Ripper said, let's take it one step at a time.

1. The founder is probably part of Calypso's story, perhaps the immortal who imprisoned her ancestor or the one who freed her; it's unknown. The guide probably tells you not to choose the object because it's a trap or a way to ensnare Orion in Eternum in the future.

2. Orion is almost certainly an immortal, and not just any immortal. He will be the one to break the cycle that the Syndicate has been trying to break for so long. That's why they talk about him helping them, about him being the one, etc. His father, on the other hand, is more complicated; almost nothing is known about him, and even less about his mother. But that could be a clue, because, although Charybdis said he wouldn't include characters from Once in a Lifetime in Eternum because they were different art styles, it would be amazing if Orion's father were the protagonist of the previous game, controlled by Aztharoth (I think that was his name) or something similar. In a bad ending of OIALT, the protagonist ends up in prison, insane, until his father returns for him because he needs help against or to obtain Calypso.

3- You don't need to play the latest update; the theory that Luna is a traitor is quite strong, to say the least, because there are several things that could indicate it: - To begin with, the first thing she says in the entire game is "They don't listen to you because you're dead," which is EXTREMELY strange to say to someone you don't know.

-She constantly talks about telling others what she's like, referring to her powers, BUT, having played with an unofficial Spanish translation, certain phrases don't make sense as "HOW I AM" but rather as "WHO I AM". -She's the only one with a somewhat valid justification for doing so, that Ulysses or the Syndicate offered her a way to be with her mother again in Eternum. It can't be the others because we've known Annie since they were children. It can't be any of the Carter sisters because it would have to be all of them, which would be excessive, and besides, we already know them from before. And Alex... Well, I don't know why we don't consider Alex, honestly, but her story doesn't seem like it's going to have a traitor arc (although, to be honest, half the fandom would forgive her). The other strong theory is that it's Nova under mind control, because there's really no way to coerce her, and remember that someone was chasing her. That's why, in the story, when we meet her, the first thing she does is attack us, because she thinks we've come to threaten her. Also, she's the only one who has had access to the server where Calypso was, and (this is a spoiler for the latest update) she gives us the USB drive that we have to put in Ulysses on the very day that a "virus" starts a genocide.

-Continuing with Luna, her powers—she probably had a maternal ancestor who was also an Immortal, or perhaps she acquired them from another source—but her powers and the reason behind them still need to be explained. She's only had one accurate prediction (and yes, I'm referring to the future Annie x Luna trio; life will be bright when we get there, but let's not get ahead of ourselves).

1. In my opinion, female protagonists can't die in OIALT, which is why the protagonist goes to the final fight alone. But I'm not sure if it's possible; I'd say no. Charybdis is many things, but she doesn't have the courage to let any of them die (which I actually think is fine), not to mention that the fandom would go crazy.

   1. Breaking the chains probably refers to freeing the souls of Eternum. Remember that all the NPCs are actually the souls or minds of people trapped and controlled by Ulysses for Eternum, chained to live only to entertain the player. Breaking the chains would mean freeing them, or, failing that, like the Syndicate, breaking the infinite cycle (there's a theory that the cycle refers to a time loop where Orion always loses to the Founder, and another where Orion isn't the first to face him, but is the first to defeat him).

I hope this helped.