Billy Bat/WMG

The Bat is Nyarlathotep
A supernatural entity who takes enjoyment in actively manipulating and messing with humanity? Seems up Nyarly's alley.
 * Canonically, one of Nyarlathotep's masks is a colossal god-bat...
 * Honestly, the best argument that can be against this theory is that it would make too much sense.

Even when the series is completed, none of it will make any sense.
Ever read 20th Century Boys? I still have no idea what was going on there, even after reading it and the second series.

Kevin Goodman is Billy Bat's version of Barack Obama
Kevin Goodman is of mixed raced and was born in 1960 (or possibly early 1961) and the bat declares him a savior. Randy Momochi, the taxi driver, already mentioned that there's gonna be a black president in the white house to his mom, Diane.