Saxa is very much canon, you're forgetting the entire conversation you have with her when you meet her in Awake and what Idea says disgustingly about trancendents in Kludge.
They do not interact with the world, they simply observe, they can do anything so they don't do anything.
Saxa *could* fix everyone's problems, she says so herself, she simply won't because "it would spoil the fun".
There's actually a bit of depth to her character because of that if you've read the Saxan Dictionary and her Monster Log Entries.
1. Ronis is the Superboss of one of Hakika's previous (aka Era of Myth) games, Ruinswald, he's a being that could ONLY remain alive by consuming the souls of the living. Hakika had planned to make a spin-off called "The Brand of Ronis" before Colony, but don't think too much about it.
2. I've heard that the wolf adventurer is actually Crowell, another character from Era of Myth games, but I'm not too sure about that, as that's apparently Silver Tower lore and I only know her from having played Atline, since ST isn't translated, I haven't played that myself and only know about a few major ASYLUM references that come from it.
3. It's Post (SEQUEL) the mana Blight (as in shortage/detiorated condition)
Post everyone's Awakening after the wipe
Post Schisma's colonization
and Post... well, Kludge in this sense means "a haphazard or makeshift solution to a problem and especially to a computer or programming problem", so make of that what you will.