What a crazy experience, I've only done endings 1 and 3 so far and...
The surface world and hell are seperate worlds, the fog is coming in from hell to the surface which may destroy it, and the ADVERSARY resides on the surface who destroys hell, so the warrior goes up to defeat him and SHEPARD is a fiend who tries to reunite with others to save hell. SAPPER is ADVERSARY. RAN was sent down to hell and was trapped and cursed. This event is the end of both worlds, and the outer gods come in to enjoy the view by possessing the characters. And RAN is... everything?
This is a bit too much, I gave up on theorising long ago so I'll just wait for the next chapter and hope you explain everything there
edit: done all of them, for some reason, the warrior's quest did not count as finished the first time I did it, I think I did not leave any survivors but I may have, so can't be sure