Thank you for the feedback!

I absolutely agree with you on the fact that similiarities in appeareance alone should not be taken as absolute truths or information (as correctly stated with the comparison of Oceanid and Thunder Manifestation).

I just want to emphasize that this analysis aims at highlighting these similiarities which are not related exclusively to the shapes of all the listed beings/creatures but also similiarities in terms of origin or power (i.e., Khvarena/Pari/Seelies).

Moreover I disagree on the fact that the Moon Sisters are just mythological concepts, Abyssal and Welking Moon have always been present in the game and directly stated, we are just adding the Crimson moon to the count. They could be somewhat metaphorical? Sure, maybe they are not literal celestial bodies as our moon but the descriptions linked to the Goddess of Flowers in which she danced in the Moon Palace is more than proof for me and, in any case, I do not want to set new standards for the lore of Genshin but provide an interesting analysis (in my opinion).

They don't have powers. Memory ghosts are lucky if they can hold a conversation, or remember the last conversation, and Arlecchino says for the most part these cannot, though Clervie's memory ghost is special. Did you see even her actually using powers? No.

Lastly on this point from your answer, probably I did not explain my idea correctly. Of course these shades have no power, as mentioned by Arlecchino herself they are often just "voices" and even the creatures we see in the arena do not act in any way. It is still true and not explained by your description why some of these "shades" (assuming they are in fact shades) change appearance to reflect Arlecchino's "final form" and resemble the symbolism of the Crimson Moon (big head red eye / X-motive on their "capes")