What is the thematic different between the Caretaker, the Innocent, and the Victim?
The Caretaker is a nurse, or is at least themed around medical care.
The Victim is a final girl, and orbits around slasher movie tropes.
The Innocent is closest to, like, a gothic heroine. They're pure and strong of character.
The Victim and the Innocent tread slightly similar territory, but the Victim is about luring monsters and fighting back and the Innocent is about support and self-sacrifice.
Generally, the Complicit has a slightly better handle on their faith than a typical cultist. But the line is meant to be thin. Not everyone in a given cult gets along, so a Complicit might not always agree with what their god's followers or creatures are doing, but there's also some responsibility on the player playing the Complicit not to create someone who will not turn on the group (unless the group's cool with having traitors,) and who will instead work to limit the harm that their god is doing.