I never said I can explain why stuff is happening. I can only explain the "What" that is happening. Either way, let's speculate:
1. Considering the way they spoke of it, it seems to be whatever Crescent is trying to do. Crescent has a goal with the stoning, and it seems that if the goal isn't achived, they will be in danger.
1 bis- yeah, but I don't think that's all that problematic for them. See 1 ter.
1 ter- Maybe? But like, they (well, only Cosmia but she doesn't really seem to care about comet) can fucking shapeshift lol. How the hell will Crescent even find them? I qualify this as "getting out of the danger zone" because that literally what Cosmia said. Her words, not mine.
2. Tbh, Crescent mightve ordered her to hide Madame X identity. She wants us out of Xen's business, after all.
2 bis- ehhhhhhhhhhhh
2 ter- No shit? She does it a lot my guy. If it means we'll be away from Team Xen she'll do anything and everything, probably.
2 quarter- Crescent is occupied by the time we're in nightmare city (her so called "death") so the timeline doesn't really work.
3. Nancy is kinda implied to be famous and she's dead+ the public doesn't know about it, so she's a convenient person to use to lure people. No idea why Comet copied us though. Maybe to take the vaccine?
4. Hell if I know lol. To be fair, Axis High is sus af. The axis high penthouse being super clean despite multiple uni students living there, Talon falling to such an obvious trap, Risa living there, the Saki Twitter shenanigans, Blakeory being the principal, it's all very sus.
4 bis- perhaps all of Crescent actions are just prolonging the inevitable and Cosmia and Comet aren't aware of it? In nightmsre city, she does say that something is gonna happen soon.
4 ter- lmao