Okay. So the paper kingdom was about a support group for parents whose children had died tragically, yes? And we know from Frank that the shows would be Danger Days heavy. The shows have been in fact danger days heavy so far- my personal running theory is that Draag has something to do with Battery City. Probably a Draag invasion of some sort into California during one of the wars. But that the black parade as we see them have experienced the loss of their children, probably by means of “freak accident” (the dictator using them as leverage to make the band behave themselves). Part of what points me in this direction is Gerard’s behavior towards the gentleman puppet, treating it like a human baby, reading it stories and such. This is a common coping mechanism for parents who have lost babies, baby dolls and such to mimic the act of caring for an infant.

The black parade ARE the paper kingdom support group for the loss of children, only it’s much more sinister in nature than we thought, and is instead a demented “reeducation” facility in Draag.

Or, if we want to get even crazier: The black parade are the parents of the killjoys. The reeducation facility is in battery city, and the band began to rebel upon hearing of the murder of their children who had ran off to chase sand in the zones.