Hallucigenia (ハルキゲニア)/theories

Train Death
Aya may have caused a train accident and feels regret for it (possibly belated to the injury of Aine). She holds a scythe as an effect, the symbol of death a Shinigami or Grim Reaper holds to reap the souls of the dying, along with trains and train tracks being in multiple areas.

Aine is Aya's daughter
Judging by place with pregnant girl, embryo, and fact that Aine have almost same apperance like Aya, she can can be Aya's daughter, in theory Aya dated with guy in mask known as black, but when he ended this relationships unfortunately Aya waa pregnant, since she she was too young to be lonely mother when Aine is been born Aya just left her somewhere else, probably she in guilt in that Aine have only one arm, judging by dreams Aya have regrets from what she did.

Aya is Murder
Judging by ending of version 0.004 and 0.005a, Aya in the prison because she killed person, but not so random person, it was Indigo, little doll of her proving this, after few credits screen there will be Aya's cell with that dool, doll stained a bit by blood also blood trace can be seen from the opened door. But what about Indigo, why Aya killer her? Well, Indigo can be former best friend of Aya in real life, they was so friendly that Aya even made doll version of Indigo, but then happened something big, Indigo stole Aya's boyfriend, this guy was Black, guy in the mask, and tere even is proof, Aya can get Indigo effect ONLY if she enter in her tent while using Black effect, but if Aya using any other effect or enter in tent without effects she just returns in tent with a doll. But what the motives Aya had for this murder, first one obviously revenge for betrayal, but there is something more, if Aine actually Aine's mother its can be that Black knocked up Aya and left her Indigo, but Aya can't wait accept this and she decided replace Indigo by herself, proofs to this theory is, first one, Aya's dream self aka Shiraya have a long white hair, just like Indigo, second one, in the true end of version 0.004 and 0.005a Aya turn in her Shiraya self, with Indigo doll in her hands, that's how Aya see herself in her mind.