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 Daughter of Aya
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.