>>281264022
You're somewhat close to the truth
The anime changed the story because back then there was no ending to the manga yet, but the full thing is something like this:
>Rozen loses his daughter
>tries to bring her back
>fails tens of thousands of times
>finally succeeds in creating Suigintou by splitting his soul
>Suigintou becomes the 1st Rozen Maiden
>continues to slowly create more Rozen Maidens
>at the 7th splitting of his soul, Rozen disappears and fails to build the 7th Rozen Maiden a body.
>Laplace's Demon, after some time, appears before the Dolls and begins the Alice Game