>>3832101
It depends on your intepretation of the last memory fragment. You could either see it as Grimm in the real world and point to the absence of any memories of who he is but you could also make an argument that it's Dodgson suffering from amnesia after the building he was in collapsed on him. Mary was also the one to answer Dodgson's wish, while TCO was the one to answer Alice Hargreave's, which might indicate Mary got to him first. This doesn't explain why Mary would just let Grimm run free in the waking world instead of keeping him in Elysium since Dodgson would've had to have been mind fucked there in order to be a part of Grimm.
I'm personally of the belief that TCO was able to get to Dodgson before Mary. The memory fragments show that when a Great One enters into reality it causes the world to go to shit, which would explain Dodgson waking up under a pile of rubble after summoning Mary instead of instantly being kidnapped by her to Elysium. Grimm being the one at the tea party would mean that Mary let him go back to reality for some reason only for him to then be stolen by TCO and taken to Wonderland which doesn't make much sense for Mary to do.