Romulus mentioned being the only one who could match Daji. Since he's a Grand, I think it's safe to assume that Daji/Vicchi is one of the nascent Beasts dancing about that Morgan mentioned earlier- especially because of canon Vicchi's goals. On another note...
Finally, the penny drops! I feel bad for Roman, but it had to happen eventually. The entire Halloween event was hilarious, especially with the commentary and reactions. Would've been fun to see Bryn witnessing that ordeal alongside Baba Yaga but what can you do.
Nero mentioned hoping something didn't become proactive. If she meant Remus-Fenrir, then I'm assuming they (Lev) sent Avenger!Boudica plus his familiars to harass the Empire while they waited for Chaldea and plotted. Since Nero and co. were aware that Lev was around, there was probably some battle or other that may or may not have something to do with Brynhildr's current state, like in France. Romulus is likely using his power to either create a new refuge or defend the existing city, which is preventing him from going on the offensive. I'm excited in general for more possible Norse servants, as well as Ophelia- she's one of my favorite crypters. There seems to be a pattern of previously allied servants becoming the enemy ones, so I'm curious to see the likes of Altera, Jing Ke, Darius, etc... Also, Okeanos looks like it's going to be *Morgan voice* FUN. (From the hints we've gotten.)