So, I have some questions?
Was Dio telling the truth about having a "kid"? That seems to make sense since in his ending he mentioned problems with a woman.
Who's Phi? The only thing I can think of is she is Sigma's "lost love" that, in K's flashback, Akane teased Elder Sigma about when she came to visit.
Quark is one of the Left Clones, right? Or he's somehow Dio's kid? It seems like their odd relationship (Dio telling Tenmyouji Quark was a regular con, which fits if he's actually related to Dio) hints towards that. Being a clone would explain his apparent strong constitution.
In K's backstory, he mentions a human-looking maid robot they made for him...that's supposed to be Luna, correct?
Also, he's important enough to get a mention in the Voice Over Credits, but I like to think the "Detective" you hear in the Apple/Banana Prisoner's Dilemna scene is meant to be Seven