What were your (wrong) theories prior to finishing the game. Spoiler thread, obviously.

Some of mine:

- At some point I thought, regarding the pale, that there was some sort of weird time travel/rebirth involved and that Harry actually KNEW Dolores Dei in person (and even was the young "therier" who shot her). Regardless of Dolores, I thought it might involve a past life somehow.

- At some point, I also though they might literally be in hell (or limbo) as this is referenced in some dialog options.