I'd prefer to leave a lot of this up to the player. Would Alicia really have been unable to get into Daybreak without his help or is Alicia tenacious enough that she would have found a way? Do the Outer Evocations have something sinister in mind for our universe or are they just glad to be freed with all their enemies dead? What's the deal with Makyo and the hallucinations at the bottom? I feel like answering these is less interesting than letting people draw their own conclusions.
I will say that very little is said about the Firstborn in the game. They are mysterious by design, but were very very powerful and hated. The Princess aligned herself with them and was confined for that reason.
As for the hallucinations in Makyo, make of them what you will, but the whole realm has been repurposed to keep the Firstborn in and anyone else out.
Thank you very much for playing all the way to the depths of the bonus dungeon! That's dedication! I'm so glad you enjoyed the game! :D