I should really replay all paths soon to test some of my theories. But if we go with that all paths are just another perspective of the same events that happen maby its a bit less like an illusion of choice but more of wich perspective we are talking about.
Maby each path represents a part of Dilan as you said. The cold path (i have the least knowledge about this path) is about Dilan's capability to be cruel and cold. Merciless when needed but that is not all what Dilan is. The warm path might represent his more positive traits. His longing for warmth of others? Maby it just represents his positivity, happiness and good traits itself. The own path i feel like has had a very heavy focus on Nalid so maby that path represents Nalid's (own) perspective on all the events. Since its pretty clear that Nalid is just a part of Dilan himself who at some point got split off from his main personality.
You CHOOSE wich path you want to take. Your own input matters alot in this game.
One thing to keep in mind is this. Dilan himself is not a static character either. His personality may vary. You can play him in a miriad of ways. You can be a cheery, nice person or a cold, cruel or even creepy guy. So maby all paths are potential parts of his being the good the bad and even the lost part (Nalid) of him.
The deverou connection is not that easy i think though. Since Alan's pc says this about the matter of the whole a residue of Noo's energy has been seen in the 4th mine (Dilan teleporting there with a part of her essence)
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I dont think the Vania's are in a ammicable relationship with the Gastastate Niht cult. (or Deverou has been disinhereted or something but for now we just lack a proper basis to make assumptions.)