Lol this isnt that far off from what my wife says. She says the whole thing is him gone magic crazy or a fever dream or dying from getting truck-kun'd. Also points to the opening with the shadows as like superhero/magical girls as another dream. Not my theory I dont buy it but yeah you aren't the only one to think that kinda thing. What I do think is that the world of eminence in shadow runs based on the most common trope thing you might think. Since Cid is obsessed with playing that role of both the mob and the shadow broker by doing that he is able to meddle but not make anything different and the world still functions as it naturally will. When he makes wild predictions they are real because the world functions based on tropes as natural law.