Theory About Henri and Ella's Potential Return
Something I've been thinking about, and after reading some comments, is really about Henri. If he were actually awake, he would probably annihilate all those S-class monsters at once. So the theory that they trapped him in the dream world in that tornado form with the blue-eyed monster really makes sense, it would be the perfect plan.
However, I really, really want it not to work. Like, it could work initially and Hero could be partially destroyed with many casualties, but at some point Henri would show up. The idea would be that he managed this by purchasing an item that the shopkeeper gave him (after all, he said he'd stop by there). Then, once awake, he'd start annihilating everyone. Of course, he wouldn't kill the main monsters (like Aglaecwif, Indra, and others), but taking out some random ones would be interesting.
During this time, they could retrieve Ella's body and resurrect her. I'm not sure how they'd do this, but knowing that the third sphere is the dream world and that souls of dead people have appeared there, maybe Ella's soul is there somehow, and there's some way to bring her back. But this should be something very difficult and costly, because if reviving dead superhumans were trivial, it would be bad for the story. So WW could go all out on the technical requirements.