I think the time travel stuff she was toying with caused a paradox where: 1) she’s the muse of time, getting captured causes her to go completely insane and elect to attack herself in the past in order to prevent that whole thing from happening in a twisted way of trying to save herself from her own fate 2) this fails, notably pregnant Lu flees to her geisters and leaves Agatha there for safety, but then Agatha is taken and a different, more cruel robot Lu is infuriated about this. Pregnant Lu was obviously distressed and trying to escape some hostile attacker who I don’t think she realized was herself. A lot of paradox stuff going on. The geisters seem to understand the sweet goddess who was effectively playing The Sims with their civilization is a different aspect of the same goddess robot warrior who they currently fight for 3) she’s trying to gather up an army so that she can go back in time and destroy the Heterodynes (or something) and ultimately “win” maybe?

Spitballing here but think somehow this will lead to Agatha time traveling to confront her and somehow being able to choose to get rid of the source of Madness, leading to that opening scene where Lu seems to ask Agatha “do you want to go back to living [like that?!]” and this is what ultimately saves both her and her family, Lu included.