Guys, crackpot theory time.
I think in the future we're gonna get an Immaterial World rescue mission arc. I base this on two ideas. The first is that Syla has gone missing. And the second is that based on comments made by Black Mouth, he appears to be acting all the way from the Immaterial World. I believe that Syla has been kidnapped and brainwashed by Black Mouth, and it will be up to us to rescue him. That being said, I believe HERO will frame it differently. According to what we know, Zack has gone missing. I suspect that he will have also been taken to the Immaterial World, and we will need to rescue the both of them.
Alright, now that the set up is out of the way, I can start getting into the real tin hat conspiracy shenanigans. The next question is obvious, who can come with us to the Immaterial World? According to Syla, one of each of the Twins apparently has connection to the Immaterial, and can access the Immaterial World. Those are the First (Authority), the Fourth (Memory), the Fifth (Time), the Seventh (Dark), the Tenth (Fantasy) and the Twelfth (Creation).
I believe Shen will be an antagonist we'll need to deal with, so that knocks our Fantasy partner out to avoid doubling up. Fourth will be us, obviously. Fifth will be Claudia. Seventh will be Emily (because obviously she's gonna be infected by Valravn), Twelfth will be Deryl. And here's the kicker, the core of my conspiracy - Jake will be the last one.
"But Agamemnon," I hear you say. "Jake isn't alive in all games! Some people ate him, so he can't help in those scenarios." And this is where you are wrong. We see from Bailey and Kenny that all of the people MC eats do find themselves in the Immaterial World, and those are people who don't necessarily have strong bonds with that realm. Jake is an exceptionally strong individual, whose power is attuned with the Immaterial, and thus could reasonably still exist in some capacity. We also know from Syla that you can resist the call to fade into nothingness, and the fact we see him in the Authority dream path seems to indicate that he hasn't passed on.
So yeah. I predict an Immaterial World rescue arc in the near future, presumably after reaching Level 4. MC will be tasked with rescuing Zack and also Syla, and his teammates for the mission will be Deryl, Jake, Emily, and Claudia.