The mystery about the nature and identity of the Four Saints, in particular. The beast from Linhardt/Leonie's Paralogue seems to be Saint Indech, and the Wind Caller seems to be Saint Macuil. Rhea could be Seiros herself, but I'm not totally sure on that one. This Paralogue seemed to imply it, at least. I've long suspected that Seteth and Flayn are Saint Cichol and Cethleann, although I don't know if they're merely "reincarnated" in the sense that Sothis was reincarnated in Byleth or if they're just really, really old and somehow ageless. It doesn't totally explain how they can live such long lives or how they become beasts, but these beasts seem to be the original saints (like how the beast in Marianne's Paralogue seems to be the original guy). ---
