The magical girls are all clones!
The main three are rejects by the SSC, while Slayer is the final successful attempt.Slayer will pull a High-Heel–Face Turn as an 11th-Hour Ranger.
The Otaku Hero has already been captured by the SSC.
The current events playing are all in his head, but that doesn't mean that the SSC isn't real.What really happened six months ago was that when the SSC raided Akihaba, the Otaku Hero was among the otakus abducted. He was then put into a Lotus-Eater Machine, where he dreamt of being a hero for all otakus.
Similar to above, there is a 'real world' and a 'fantasy world' that are overlapping
Before transforming, the world runs by mostly normal physics: when Anarchy tries the "stand in front of the explosion" thing she almost gets burnt and knocked off her feet. But as soon as she transforms later in the episode, everything becomes all wacky-cartoony, to the point that there's even a sign pointing them to where Blue is being held.In later episodes the line is less obvious, but nothing really strange happens without the girls being involved and transformed.Blue and Pink were killed off before Episode 1.
It's just that Shobon resurrected them and changed everyone's memories into thinking that they split.Shobon has the power to bring fictional characters to life.
In fact, he can will it at any place he is not in. He can also resurrect the dead this way.Related to above, Shobon's the one who added more attendees into Otaku Hero's Wanku event.
As the consequence, Otaku Hero has two perspectives that alternate between their presence.Scott Pilgrim is set in the same world, years after SHOBON's eventual defeat
The world is filled with video game tropes and otaku culture is making a comeback but is still somewhat ostracized (as shown by Envy selling off her anime merch the moment she starts becoming popular), as you'd expect from a world that was turned in a video game by a failed game developer that hates otakus and has now been defeated.