Seems like in 0.10.3.1 Cocona questline is bugged (at the monastery part)
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I did mean it as more of a conceptual comprehension. But embodying Lona physically could also be a thing.
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There can be a slight change of skin tone depending on Lona's race in NG+
via rebirth mechanic.
As for making the visual mods work, the wiki might have some useful info. Also depends on what works on which version and if you're running it on joiplay or computer.