Thanks for the heads up on that, it means the plot still has things in store for Danica or else they'd let us kill her.
Ella, I acknowledge she's dangerous but you're ignoring the sheer amount of unknowns here. We know she has an agenda, and... really not much else that's solid. She isn't on the side of the monsters, or seemingly allied with any of the other major factions we've been introduced to, and seems to be operating alone while attempting to gather allies and / or agents. What her overall goal is, we have not the first clue. However, we do know she isn't doing this out of sadism and probably not selfishness, she has expressed remorse at what she feels she has to do. And Emily, a quite trustworthy source, has vouched for her having at one time been a quite nice and normal person.
She has knowledge we need, and power that could possibly benefit us as well. Killing her, even if we can, might easily be a mistake and acting without all the facts could bite us on the ass in severe, maybe even unrecoverable ways.
What makes you think things are remaining covert? The authorities now know about monsters, and that they're responsible for the disappearances, and Nightblade, and are trying to learn more and figure out how to deal with these new issues. You're right that things have escalated to the point they can't remain secret and... they haven't. The news is reporting about this stuff openly, and it's reached a point where it's drawn the attention of higher levels of government as well. This is a society that has now begun to learn about things beyond the mundane human world and are still trying to even figure out what exactly the hell they're even dealing with.
As to Danica... you forget that the MC survived her ultimate attack once. In fact, in the bad endings it doesn't even finish him, just disables him long enough for her to come up on him and blast him to bits so that even he can't regenerate. But he's a full range shapeshifter, he should be able to counter it more easily than the crude way of cutting out the crosssmark. Imagine if he sprouts a tentacle from a section below the mark and then connects it to a section above, and then transfers his mass to that lower section. And if he does so with each of the other sections, he can minimixe the loss of mass and survive it relatively easily.
And of course you're ignoring that she has to see her target to affect it. When he was cornered behind that desk he could have shifted into the form of a black cat and slipped away easily in the dark, or a non-reflective black snake with deadly venom and coiled in waiting to strike from a hidden spot like under a piece of furniture, or become a housefly and flew up out of sight to the ceiling to turn into a black widow and drop onto her from above, or become something small like a mouse and hide, hell he can probably camouflage himself perfectly to any environment he's in. He's never even tried to mimic non-living objects, but there's no reason he couldn't. Regardless, if he fought smart he could have hidden and blindsided her anytime. Beating her shouldn't have been that difficult except that he kept trying to overpower her in a frontal assault like an idiot.
If I had to fight her, without powers, I'd bring a can of pepper spray. Blind her so she can't use her X power, evade her blind shooting in the dark with her cross blade things, and then take her down like any normal person. Sword, gun, baseball bat, whatever once you neutralize her vision she's mostly helpless. If I had just regeneration, I'd try a gun since I doubt she can shoot a bullet out of the air with her cross blades nor do I think she could use the X power fast enough to keep you from getting at least a shot or two off. She's not bulletproof, nor does she have powerful healing, so the damage she does to you will heal while that done to her will wound, incapacitate, or even kill her.
Bottom line, she's dangerous as hell but not at all unstoppable.
I mean, with Ella, unfortunately she is being deliberately evil. Her methods are what would condemn her as an antagonist. And while we don't have precise knowledge of her intentions, some things can be pieced together rather easily. She is acting either alone or with an unknown group. She is trying to find a powerful person who will be able to evolve multiple times and whose powers are suitable, and that person is likely a sacrifice for one of the very powerful monsters she mentioned (I am assuming this based on some of the early bad ends and her expressing remorse that the MC appears to be the only person she is able to find, meaning they are likely to die in the process of whatever she needs them for. Ella does care about MC on some level, but she will still easily backstab him if it suits her.).
Whatever she is, she is not an ally. And while the MC might not beat her in combat, I highly suspect she will eventually be killed by a third party, likely one of the other factions, or whoever she's working for. And I will not feel sorry for her in the slightest, because she was deliberately feeding people into the grinder in her attempts to find the right person. We know of at least two confirmed deaths in the process, and likely more.
In terms of secrecy, some things do not seem to line up. Some factions have clearly known about monsters for decades, but that means either the monsters are a relatively new phenomenon too, or something caused them to begin to interfere, creating powered people. This is kinda unclear. However, what we do know, is that people have been disappearing for a while since the beginning of the game, the news reports confirm as much. We are given very little information on the state of the world more generally, but they seem to be somewhat more advanced in terms of technology, and I would think have the capability of identifying that the victims of those attacks were killed by something completely unusual, or even record the circumstances of death through video surveillance, geolocation, etc. In other words, this should've blown up a lot sooner, and that's even assuming that the monsters are a new phenomenon.
Later on, things obviously are unraveling more, what, with the MC tearing up a highway and an entire building while fighting, but at the same time, things around him don't seem to change. No mention of weird happenings from other people he talks to outside of mainline story, the government doesn't seem to do anything, it just seems like the world remains mostly static after events which should've caused some changes (This could be easily addressed by adding in minor interactions with other characters where they notice some weird things are going on recently). Also, this might be just me, but the full blown conflict going on in the main story does not seem to gel well with most side stories. It feels like the side stories were written for a mostly normal status quo, not the upturning of everything in the world, which we seem to be heading towards.
And with Danica's ultimate power, yeah, the MC is in the miniscule percentage of people who has a chance of surviving that attack. Anyone without regenerative powers is fucked, and since we're not given how powerful that attack of hers actually is, even those more resistant to damage would still likely die. Hell, if Alice tried to fight her, I would expect her to die very quickly, and there's no coming back for her. And this by the way, all rests on the fact that the MC has a unique ability that allows him to learn exactly how that ability works. Which nobody else knows. Meaning anyone else trying to fight her is basically guaranteed to lose. So we have an ability that only a single character that we know of is able to counter in any way, and therefore is the only one able to fight her in straight combat. This is a textbook example of a plot contrivance, where you need a whole array of coincidences for things to make sense.
This is in no way balanced. You need more limitations on that sort of thing.
And this really comes down to the balancing of such things in general. Making abilities rely only on sight, especially very powerful ones, makes them binary. The character either can use them and beat everything, or they have to be instantly blinded in a battle to counterbalance it. Forcing an artificial disadvantage into the situation because you've written yourself into a corner. This is why full metamorphism that the MC supposedly possesses would also be overpowered if he used his abilities properly. If he truly can turn into a fly with zero downsides, and then sneak attack most enemies, killing them instantly, that is also too powerful.