I agree with the fact that The MC may be a third party , just because of some lines Madame X shared with Him while we went first time in the past something along the lines ;; Why are you where you werent here in the first place;; and also the fact that he is the INTERCEPTOR leaving me to belive that he is there just like you guys said a third party and doesnt have anything to do with the prophecies ( i may be wrong tho and he may be actualy one of the lights or event darkness)... or the universe trying to fix itself but that is very unlikely.
As for the Darkness the Xenpurgis (i dont know if its correct) may be one , as the Puppet Master said that We should fear him ( We the MC) and we have yet to see him.
P.S. I dont think Melia is imortal she just has different versions of herself in different Time Lines.