Y'all brought up some interesting points. I'm no good at theory crafting but I wanted to leave some questions as a reminder to see if they will be answered in future chapters:
Who is Sofia?
What accidents affected the snake on the dream, and did something similar affect anyone else?(maybe it will be revealed next chapter, given how it's called)
As you mentioned, Shax was probably something "divine" (as opposed to demonic=shapeshifter). He seems to start remembering it near the end of the prologue. I wonder if the other soul amnesiacs are of the same origin. Since they all appeared after the battle, what if they are "divine" or hybrid souls passing as shapeshifter souls in an unperfected process that led to unforeseen consequences...? Remember Nomino asked if Shax wanted to fight him during their private talk. The conversation made it seem Shax should not be sided with shapeshifters by default (from what I understood).
Did Nerus procreate or had his soul suffer some accident that ended up on Alessia's family condition? Did he do it on purpose? This is based on her appearance, dreams, and ability to see magic or souls that no one else can (common mortals).
Has "Shax" kept his memories after reincarnating as another being?
What was "Frank"'s objective? And what exactly are gnoses?