Changeling: The Lost/WMG

The Mask and the Mien had their names switched at one time
Think about it, how can you truly be sure which is The Mask and which is The Mien? Occam's razor doesn't apply to dream logic ...

Syzygy True Fae pairings are made up of Changelings who reached Wyrd 10 and their Fetches
It makes sense. Fetches gain points of Wyrd when their corresponding Changelings do. What happens to a Fetch whose counterpart has reached the pinnacle of the Wyrd? Quite possibly the same thing that happens to the Changeling.

The True Fae were originally all humans transformed by the Wyrd
. Humans altered by the Wyrd to become Changelings can eventually turn into True Fae themselves. Perhaps the very first True Fae was a human who stumbled into Arcadia, and had to become part of it to survive... then started bringing more humans in...

As a corollary to the above.
There is no Arcadia. Just uber-hollows that have gravitated toward each other and have become linked.

The first True Fae were created by a far fouler force.
The True Fae reproduce themselves through abusing the Changelings, violating their identity and warping them to their selfish vision. How could have this cycle started? What if the first True Fae were created through unadorned, mundane abuse? Perhaps the pain and violation applied to a normal person had once gathered such mass and momentum that the misery broke reality, giving birth to Arcadia and the Wyrd. Perhaps the abuse one can inflict on another is the most powerful superpower in the World of Darkness.

Geniuses Are A Type of Changeling Gone Horribly Wrong
No Genius knows where Inspiration comes from. Possibly they're an experiment on behalf of the True Fae...

Changeling: The Dreaming and Changeling: the Lost take place in the same world.
In The Dreaming, you play a True Fae. You don't notice anything unusual because mad capriciousness is normal to you.

True Fae are Arcadian Exarchs
In addition to the Iron Seals, the Seers mythology numbers the Exarchs in the thousands, each of whom has a number of Ochema (albeit a smaller number than the 77 of the Seals). The True Fae are these lesser Exarchs, and each Title allows them another Ochema; when they lose all of those titles, their "true names" (true selves) are forced to the surface.

The Vardøgers are True Fae creations
The Vardøgers are critters from the Summoners sourcebook, Fate-associated Fae from the Supernal version of Arcadia. When summoned, they allow a mage to get back someone they lost - by replacing that person and altering Fate so that things took a different path. The theory: that a Vardøger is essentially a very well-made Fetch, and summoning one alerts one of the Gentry that make them to send one out and take the original for themselves. Of course, this implies, much more strongly than some other theories, that Mage Arcadia and Changeling Arcadia are one and the same.
 * Problem: While the Vardøgers aren't perfect copies, it's not because they're capricious-rather, their very presence "overwrites" Fate in some way, leading to some...very strange anomalies (such as the person they're a copy of still existing, only amnesiac). Worse (for the WMG), however it that they're...really nice. If you confront them with evidence that their existence is the result of magic, they'll leave without fuss and put everything back the way it was. No "Caprice of the Fae" here.

It's Actually More Hopeful of a Game Then Dreaming
When you think about it, there's actually a lot of ways for a Lost to avoid "inevitable doom", and retain access to his power-don't increase Wyrd past five dots, fulfill your pledges and avoid sucky ones, interact with humans. With those rules in mind, one can easily keep the Clarity up and avoid attracting True Fae attention, whilst retaining a longish lifespan and Contracts.

The Hedge is a Watchtower viewed from the outside
Awakening souls go through the "vascular tissue" of the Thorns, which somehow insulates them from the more severe effects of the Arcadian locale.
 * As of Imperial Mysteries, the answer is...probably not, if you say the Old Gods of the Thistle and True Fae are one and the same. As it is, it's more likely a form of Dhatu (divine domain).