Hrm if Naido = Diana as the main theory suggests, what if the American Girl from episode 3 is actually Audrey? Audrey and Diane said some very similar things about not feeling like "themselves" and Diane turned out to be a tulpa. Of course the girl is played by the same actress as Ronette from the original series, but there might be some meta level twist where Audrey was a tulpa of Ronette all along or something like that. Tulpas have been shown to be able to co-exist with their original bodies as seen with Dougie and Mr. C.