I feel like Mio is going to turn out to be the greater of two evils.
She seems like her whole deal is she's a seer who can't actually change the futures she sees (or, at least, not her own - which is a common trope for seer-type characters in general, going all the way back to ancient Greece). But she can use her knowledge and our power to change things to her liking. Her dismissal of what we're doing implies she's not a good person, and the voice's warning about her leads me to suspect that if she gets what she wants, we're not going to like the way things turn out. She feels like the Lawful Evil to our Chaotic Evil.
The woman she's warning us about (and that the voice is dismissive of) feels like she's going to be the "good" option. I can honestly see her being some sort of demon hunter or other protector of the innocent who is going to come to town looking to fight evil (which is why she'll oppose us and potentially kill us without Mio's help), possibly even drawn to town because she realizes the unnatural success of Mio's family is supernatural in nature.
I can kind of see the plot going down a road where if the unknown girl gets her way we wind up dead, but if Mio wins we also wind up dead or enslaved or broken, so the only winning move is to manage to play them off against each other, steering between the two poles to wind up on top ourselves.
Conversely, we may eventually have to choose whether to side with the new girl for the "good" ending or Mio for the "evil" ending, and our actions along the way will influence which path pays off more for us (Puru seems to want to steer us towards the good ending, warning us against using our power to straight up break our slaves completely).
