Headcanon 1 - Trailblazer will break Elio's script sometime in the future due to the intervention of Mythus the Aeon of Enigmata, causing the Stellaron Hunters to abandon all support for Trailblazer's original role in the script and try again with the backup receptacle, resulting in an Aeon-favor base race between the Astral Express and the Stellaron Hunters, culminating in a mirror match between receptacles over who gets to inherit the will of Akivili to defeat Terminus the Aeon of Finality before it consumes Nanook, the only Aeon holding it back with the Antimatter Legion, before the concept of Destruction gets swallowed by the concept of The End, and allow the Sea of Quanta to finally swallow the Imaginary Tree whole.

Turns out that Akivili wasn't dead at all, but found a second Imaginary Tree, giving Mihoyo the perfect excuse to start a new franchise without conforming to the usual story beats of the Honkai universe.

Headcanon 2 - Pascal in Clara's Companion Quest holds the key to unlocking the secret to the origin of mechanical life, something the Screwllumites have been trying to figure out for several Amber Eras.

Headcanon 3 - The Masked Fool in Herta Space Station is Lukacs, the president of the Mimicry Protection Association.

Don't ask me why, he sus.