WMG / Saga

There have been consenting relationships between Wings and Horns before.

• The two peoples have been in contact with each other for centuries. It would be a huge violation of Rule 34 if nobody has ever been curious. The governments of Landfall and Wreath suppressed knowledge of previous relationships just as brutally as they're suppressing Marko's and Alana's.

• Perhaps before they were at war. Or maybe the governments are less angry at their relationship and more about the fact that they both went AWOL over it.
• It's possible that they aren't interfertile (or are only barely interfertile) and Alana and Marko are either at the far end of the probability curve, have something odd in their own makeup or are suffering from destiny saying so.

Upsher and Doff can breathe underwater.

• We'll get to see them do something awesome with this ability some time in the future.

Lying Cat can say other things.

• Jossed Lying.

There will be Toy Ship between Hazel and Squire later on down the road.

Not wholly sure, but so far both of them are still breathing, they're roughly the same age, their parents know each other (whether or not Squire's dad likes it) and I'm also curious if him thinking of her as a fair maiden is foreshadowing. Could evolve into full blown Ship Tease or more depending on the timeskips.

• Well, Squire does seem to have a sight-unseen crush on Hazel. But, given said timeskips, it also seems not unlikely they won't even meet until they're too old to count as a Toy Ship.
• Partially jossed. Older!Hazel at least seems to see him as a brother and their first meeting is very much like an older sister hanging out with her slightly younger brother. No idea how Older!Squire feels about it though.

The Wings and Horns are subspecies of the same race.

"Hybrids" such as Hazel are actually what the original species once looked like. Something happened in their past to split them into the Wings and Horns. That same event might also be the original reason they are at war.

The Wings and Horns have been colluding behind the scenes to prolong the war

Volume 7 shows that for all their talk about hating each other, the Governments of Hearth and Landfall didn't seem too have a problem with giving their most valued enemies weapons of mass destruction. Perhaps this goes beyond simple arms trading, perhaps the two governments have been colluding to prolong the war indefinitely. Military production can be quite the lucrative industry, and it's very easy to coerce loyalty and suspend the rights of your citizens during war time. They're more willing to give up rights if they think it will keep them from being whipped out by a vile and hated enemy. Which is why they try to suppress any evidence of relations between members of the two races. If they found out a Horn and Wing got into a relationship and produced a child people will get suspicious. They'll wonder how they met and why. Perhaps they might suspect that the two governments have secretly been friendlier than they've let on. These suspicious could lead to investigations. Investigations that could find inconvenient truths that could cause full scale revelation.

The Robot Kingdom are descended from a failed von Neumann probe

Landfall scientists launched a self replicating Mechanical Lifeform probe, designed to multiply and explore the galaxy. It crash landed on a near-Landfall asteroid and gave birth and founded the Robot Kingdom. The RK was contacted centuries later after Landfall developed manned space travel.

The Will is Marko in disguise.

Marko survived being impaled, and used a massive amount of magic to heal himself and kill The Will. The corpse that was buried was a glamor, and the Wreathian skull The Will delivered was a fake (conversely, they were both real but Marko pulled a Grand Theft Me and transferred his mind into the Freelancer's body). This explains why The Will is carrying Marko's shield and slimmed down after the Time Skip, and why his boss say he "Came Back Wrong" after being out in space for years. Having used up a huge amount of his lifespan, Marko has nothing left to lose, and having sex with Gwendolyn was a necessary evil to get him close to the Wreath High Command, so he can assassinate them for sending him to war in the first place.