Hmmm... so all Titans are Shifters? Or... only special ones? But why are they killing people? Just for the heck of it or...?
My theory is that shifters are the evolution of the process that created Titans in the first place
A genetic experiment to create super soldiers gone horribly wrong. But instead of quitting they used the successful creations to build the walls and buy them more time
Im sure things got REALLY messy between everyone involved in creating the monstrosities involving multiple fighting factions
Who knows how many hybrids there are out there, how many the capitol employs etc etc.
The basement is the end goal (for now) - but they can't just snap their fingers and get there, its an adventure story.
The next three points are all really only plot point. There isn't a hole in the wall because the beast titan appears to have turned people in those villages into Titans (This is not a spoiler, this is what the show has implied - I have not read the manga beyond this point).
The next two points are also intertwined, as Ymir and Historia seem to have similar (though not the same) backgrounds. And Ymir appears to be intertwined with Reiner too, since she ate his friend.
The final point is a reveal from a previous plot thread, and we have yet to see how it plays out and what consequences it will have moving forward.
So these aren't all just random plot threads - they're building on things that have come from before or they are new things intertwined with other new things.
Following my current theory
Is Ymir and outsider or a close friend of Historia? She might be the only link that the Capitol has had shifters in their employ this whole time outside of the obvious use of titans to build the walls
This may be a war between multiple factions that have access to the technology that allows them to create these beings
Stilll.... I cannot fathom turning common innocent people into those mindless maneating monsters.... Just as cruel as using an actual bioweapon in war