I'm presenting what fan told a friend, who told me. I looked into every reference and the coincidences could be just that, coincidences, but boy does it all make me think twice.
All this is assuming that Sanji could have a connection with Vegapunk. At one point the crew calls Sanji a genius. Absolutely nothing or foreshadowing? Yeah I know.
1)On Thriller Bark Sanji reveals he read the encyclopedia on Devil Fruits, the book Vegapunk created. Yeah so did a few other characters like Teach. I know but keep going.
2)Sanji’s blood type is RH- and if you look that up online there are a lot of conspiracy theories regarding that blood type. Theories about RH- people being smarter than normal people and being descendant of aliens.
3)Sanji’s most famous nick name is Mr Prince and he’s fantasized about being Robin or Nami’s prince riding in to save them. A French writer, Antoine de Saint-Exupéry, wrote a book called The Little Prince. The prince is little blond boy from outer space who lives on a little asteroid which looks a little like Sanji stuck on that rock for 80+ days starving to death. Hmmm…
4)Zeff is said to be modeled after a sailor/cartographer/explorer, Captain James Cook. He commanded HM Bark Endeavour. The NASA Space Shuttle would inherit it’s name directly from the ship Captain Cook commanded. Nah...
5)The ship that Sanji worked on before it was attacked by Zeff. The Orbit. That can describe a lot of outer space related things as well as the design of Sanji’s eye brows.
6)Sanji’s eyebrows are important enough that he was originally going to be named after them. The name isn't important to this theory but it was Naruto.
7)SBS Ch 55
Q: Why do Sanji’s eyebrows circle up at the ends? Is it a fashion statement? If you ask me, it’s lame!!
A: Hey!! Sit down, now!! Listen!! All people owe their lives to circling!! The Sun and the Moon and the Earth all go around in circles. What if the circling of the Earth suddenly stopped!! The whole world would be deluged by gigantic waves and there would be a terrible disaster!! So remember that Sanji’s eyebrows have that kind of energy!! Repent!! Dismissed!
Joke? I don’t know.
8)
R: Oda-chan!! Today is the day for you to answer this!! What about Sanji's left eye?!
O: There it is... again. I get a lot of these. So many, in fact, that I usually just ignored them... all right. I will finally answer one of One Piece's 7 great mysteries, "Sanji's Left Eye"!! Come on out, Sanji!!
S: Hey. You called? What? You want me to show you my left eye?! THAT'S what you called me for? Honestly... fine, fine. You wanna see it? There you go, take a good look. See?
O: WHOAAAAA!!! FOR REAL?!! WOW...!!THE SBS IS OVER!! SEE YOU NEXT TIME!!
Sanji's left eye is finally revealed to the world and suddenly he is Wanted Alive Only. Maybe just a coincidence. Someone who was familiar with Sanji finally got the confirmation they needed and want him back for the connection that even he isn't aware of. Someone like Vegapunk who would be one of these people who may know of Sanji's importance. Only someone of importance within the marines or government would be able to make the call that Sanji should be wanted only alive.
9)Volume 47, Oda straight up calls Sanji an alien and no one pays it any mind.
I'm on board with everything aside from the Vegapunk connections. Too loose at the moment but everything else is something I'm considering.
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All that was posted before the Vinsmokes were revealed. I don't think it changes anything to be honest. I actually think the Vinsmokes came into power generations ago because of their other worldly origins.
One thing I would like to add is one poster here(sorry I forgot who) gave me another neat little coincidence.
10)Sanji went and trained with Ivankov on his home island. Ivankov is inspired by who? Dr Frank-N-Furter from The Rocky Horror Picture Show. Dr Frank created this super blond handsome guy who could really pass for that movies Sanji. Well everything but the suit and parted hair. Anyway, at the end of the movie Dr Frank and his people are all revealed to be aliens from the planet Transexual... Coincidence? I think not...
11)Then one thing that I was aware of for years now is Sanji's illusions to being a devil. Basically a counterpart to Zoro's living demon. Many of his attacks are based around fire, the devil, or hell in general. Several characters throughout the story have called him a devil or demon, he trained in "hell" for 2 years and he has 2 6's on his face. I know three sixes are needed but G66 doesn't look to far off. And depending on who you talk to, who is the devil but a fallen angel? And what are angels in One Piece but extra terrestrials? Even in real life some folks theorize angels are flesh and blood aliens. Who knows?!
I mean just look at the cover page with Sanji and the goat I have above. It's titled "scorching heat hell" and there is an actual flying saucer in the sky while they are looking for UFOs.