Yumekui Merry/WMG

"Because in a world of dreams, nothing is as it first appears."

The Dream World is really the Warp from Warhammer 40000.

 * It makes sense when you think about it. In the modern day (or 'M3' to use Imperial Dating), the warp gods Nurgle, Khorne and Tzeentch are still infants in the literal sense and Slaanesh doesn't even exist yet, and the Immaterium as a whole can best be described as a calm ocean, unlike the horrifying nightmare it is in the 41st Millennium. non-chaotic warp entities were commonplace and had yet to be warped into Eldritch Abominations by the Ruinous Powers. The point I'm trying to make is that all of the 'dream demons' so far encountered by Merry are actually daemons from the Immaterium, as of yet unwarped by the relatively nonexistent Chaos Gods. Merry herself is one such daemon, apparently having found a hole in reality to slip through somewhere or having possessed an unwitting human to use as a body and hasn't yet realized it.

Chaser John Doe was formerly the Dream Demon of Isana's dad
Her dad did mention before that he "befriended" a cat in his youth. He also seems to know more than he lets out and gives advice in a similar way to John.
 * Evidence supporting this has emerged in recent chapters of the manga.
 * What chapter would this juicy evidence pop up in?

Merry was deliberately SENT to reality by Pharos to stop her from interfering, and Brain Bleach ed for same
Think about it. Merry has *keys* which pretty much let her her destroy whatever the hell she wants in the dream world. Note that dreamspace has many doors leading to different Nightmnares' worlds. IF she could lock them and prevent dream demons from passing over, she would have single-handely jossed Heracle's entire plan. Quite obviously, she HAD to go.

There are two gatekeepers. Merry is the one on the Dream World. Yumeji is the one in Reality.

 * With the same scars on their hand, there must be some parallels between Yumeji and Merry, and Yumeji's abilities make him a great protector of the everyday person's dreams when he tries.