Maybe Anna created the void? I mean, her and Cain were the only sentient ones before Luna barged in. If Anna is capable of even opening said void, could it be that Anna is actually a really powerful esper, capable of even giving us, the player, all the plot armor in the world?
Knowing her, she might actually feel bad about betraying her teammates and YEET either one of them out of the void
Honestly I'm starting to think her doll is actually a real sleeping Jirachi but she keeps playing it off like it's a doll. Since she's an esper, she might be able to communicate with it somehow. I'm really curious how the Devs are going to tie everything up.