I like your theory, and I agree with it, personally, I don't think Nancy was our real mother, or even a human for that matter. (Do interceptors have parents?) This is further evidence by the fact that Nastasia and Madame x refer to Nancy as a "doll" with no emotion. Also, flashback to that Musterious Black Box that Ren gave us? My theory is that is Nancy's "hard drive" or something that contain's her consciousness and/or memories. I think Nancy is going to be "rebuilt" and we're going to battle her for the fairy badge.
Now, of course, this might be a stretch, how the heck can MC not have a mom?
Well, remember the dual prophecies? 4 lights not born of man will save the world from darkness. If MC wasn't born of man, they fit the criteria for this prophecy.
"But Yeem! You silly Billy you! We already have the 4 lights, Melia, Erin, Alice, and Allen!"
Ah you see, but that is what Jan simply wants you to believe, they are siblings, thus they are "born of man", so they can't be our 4 lights.
But then how did they do the wacky archetype light show thingy?
Well, as discussed earlier in this here thread, maybe the Melia siblings are actually Marianette, broken into 4 pieces? Remember the file on Anathea mysteriously being the mother of 4 children? What happened to Maria? Broken into 4 pieces.
Ok then, so who are our lights?
My theory is that the 4 lights are gonna be
MC- of course, interceptor yadda yadda yadda, already explained this.
Aelita- technically she has no parents, thanks weird Garufan reincarnation curse!
Melia/Maria/Marianette?- I guess it would make sense since the 4 siblings could just be one part of the prophecy.
But who's our last light? Nim? Nah, she's evil and wacky now. Maybe Delpha? She wasn't born of "man" considering she's, y'know, a pokemon.
What do y'all think?