I think that the one in the prologue is some sort of celestial creature that collect souls and put them in the real world for fun or something.
I don't think that MC has amnesia. Amnesia is a condition, under which a person forgets things, while MC literally has no past, like he never existed. At least, that's what everyone says who ever checked his memory, even Cygnia. It raises some questions about his basic abilities though, like speaking, walking, etc.
I'm not sure if the story is really an isekai, lol. The fact that he is both purebred and puresoul doesn't necessarily mean that he's from another universe, it's just a rare occasion. But since there are 0 clues about MC's past, the odds that I'm wrong is as same as that you are I guess.
From dialogues with Orphileth we know that he was brought there and taken care by unknown people, which raises even more questions than giving any answers, yet it's a hint that he might've used live there and actually lost memories about a life he once had.