AL 48
In my opinion, you might be reading a little too much into it, and the intention behind the choice "tree" was to give the reader a feeling that they are participating in the investigation. Nothing of import is different between the different orders, and it's used to make the reader double-take when the surprise option is given to them, since they thought it was over.
In my honest opinion, the only character who has shown meta-narrative powers is Nerus -- unless the nun was breaking the fourth wall in the dream. That doesn't however, explain the conversation, and I think the nun was talking to someone we couldn't see. (I'm talking about the dream that the meta-character thinks they recognize.)
Your note about Alessia having a very similar appearance to Nerus is very interesting, however, and does make me wonder about their relation. I don't believe that the brothel is relevant; due to the different nature of mortals and shapeshifters, I think their method of reproduction is also non-compatible in some form.
I never remembered reading about the Chimera -- was that in Chapter 2? I haven't started reading again since I last left off. Seems really interesting.
That last part of the theory for "witch" could also be a passing jab at her albinism, which was seen as unnatural at some points in time, hers even more so.
The idea of Alessia judging people truly logically and then becoming a sacrifice of some sort is actually something I don't think she'd have a problem with, as she'd be filling a role nobody else could fill.