I had a thought, related to me thinking over the creature-that-is-probably-Cio shown a few pages back following Allison.
In the drinking song segment, we see actual pale devils actually have white masks.
This devil has no mask at all. Suggesting that she keeps herself together without a mask. Is she some inverse of an unbound ebon devil? An unbound pale/pure white/etc. devil? A completely new thing?
If White Chain became a human angel, why couldn’t Cio become a devil that can keep herself together, and the tiny shard of blue mask perhaps only offers memories she can view from an external viewpoint now, and pick through more logically in order to build the life she wants to build from all her experience? Has Cio also picked up some shred of humanity–but the less chaotic, more orderly parts?