Alright enough talking about mystery meat protagonist, start the schizo theories.
I'm thinking this game is a prequel to 3H and the Sothis tease at the end is a red herring.
She won't be tulpa and she's actually be a reigning monarch of Nabata which still exists, and the other dude is probably her husband or some shit.
The game will take place in past Nabata and the and hero relics will be from different dragons killed far in the past.
The game will probably follow the fall of Nabata or some shit and the eventual creation of Nemesis.
The guy with the gun is one of the mole people with futuristic tech that Rhea eventually banned and chased into hiding for contributing to her nation's downfall.
If it's a prequel, nobody has to give a shit about what the canon ending of 3H was.