I'm not doing spoiler tags, it's ridiculous to do that for a thread that is specifically about the film - If you haven't seen it yet, that's on you.
My rambling & incomplete take:
{ ~=perceived fact, *=my theory}
~ Tag exists in each of the dimensions we will visit, so Tag is our “constant”
~ The dimensions as we know it are: CF1 {Cloverfield}, 10CL {10 Cloverfield Lane}, TCP1 & TCP2 {The Cloverfield Paradox}. {I will be ignoring the manga for this}
* I do not believe any of these dimensions are the same. Despite seeing a Clovie like monster at the end, I do not believe TCP1 is the same as CF1.
~ The Shepard doesn't exist in every dimension.
~ The Shepard only exists because of the energy crisis, and THAT crisis doesn't exist everywhere.
~ There is no energy crisis in CF1.
~ The satellite that falls in CF1 was part of the ChimpanzIII, not the Shepard. {1st arg confirmation}
~ Clovie on CF1 was a monster asleep in the deep water, awakened by Tag's drilling for "nectar"
~ There is also no energy crisis in 10CL
~ In 10CL, the invasion starts in space. {2nd ARG confirmation}
~ The particle ccelerator in TCP2 doesn't ever work, Mina makes that clear.
~ The energy crisis in TCP2 led to war a LOT faster
~ Because of this, TCP2 Schmidt was up to no good, using the space station for victory for the Germany army
~ We know that Volkov sabotaged the ship, although we don't know why {see more below}
~ Tam didn't exist at all in TCP2 {At the very least, she had nothing to do with the mission}
~ Jensen fills in Tam's role {in TCP1, Jensen may or may not exist, but has nothing to do with the mission at the very least}
~ When convergence occurred, TCP1 Shepard mostly survived, while TCP2 Shepard broke apart with major enough parts falling to earth to be fully recognised. It is no secret when this happens, news agencies don't hide it. The mission was never a secret to begin with. Everyone on earth is aware of it.
* The majority of crew from TCP2 died along with space station. During convergence, some items, well, converged.
~ Files from TCP2 Shepard ended up in the Shepard from TCP1. {Schmidt’s logs for instance}
~ The station from TCP1 manifested/teleported in such a way as to merge with Mina, who did not die/fall with TCP2 Shepard.
* The gyroscope that disappears from TCP2 during Volkov's intentional sabotage is suddenly missing from TCP1 Shepard, where we can assume no such sabotage occurred.
Volkov's situation... is tricky. I believe he actually merged with himself. But I need to explain the demons first.
The film foreshadows the fact that demons, monsters, sea monsters.... Old gods, if you will {say for instance, the Overlord} will slip through the cracks of space & time due to the "Cloverfield Paradox" and these cracks do not have to appear at the same location, same time period, etc.
*** IT IS ENTIRELY POSSIBLE that Clovie and the Parasites {if this isn’t a band name by now, the world has betrayed me} were brought to CF1 via the paradox. This doesn’t mean the events didn’t happen the way we thought – with Clovie being awakened by the drilling, it just means his dimensional shift happened during sleep.
*** On TCP1, there is a massive “invasion” of we assume Clovie type beings. We do not know for sure what is there, we just know there are “things” and I {like many others} assume this doesn’t imply “Clovie and the Parasites” but rather multiple Clovie like beings or a variety a la “The Mist”
* We already have unconfirmed info that the next film will be “Cloverfield Overlord” and be a supernatural based tale of WW2 – THIS MAY NOT EVEN OCCUR IN ANY DIMENSION WE HAVE SEEN! But this is where Volkov comes in….
* Volkov seems to already have a connection to something who gives him instructions. This is TCP1's Volkov. Sure. But he is saddled with the drama from TCP2's Volkov - the voice and the gyro. The voice that caused Volkov to sabotage the ship possibly convinces him that they only way to hide the gyro is to sew it INTO himself. That's how it appears in prime Volkov, the merge caused it to appear {like with Mina and The Shepard}, without also having any physical evidence as to how {such as, a scar or stitches}. The voice {The Overlord? Old God?} continues to cause TCP1's Volkov to attempt further crazy shit. I can't explain the worms, but in NO WAY do I think they "become the aliens in 10CL.
* As for the aliens in 10CL dimension, it is entirely possible they were shifted from their own dimension while in space, and instead of looking for home, went to conquer the nearest planet. OR It is entirely possible in THEIR dimension, Earth was their planet.
* I believe whatever was speaking to Volkov was a being that was trying to break through dimensions, although I do not know how it was about to interact in TCP2 instead of TCP1, but I do believe it knew only one particle accelerator could be allowed to work and that the other one would be a better option.
* I HAVE NO EXPLANATION FOR THE ARM!!!!!!! If it was related to the demon, I find it fully doubtful that it would reverse course and help them.
I'm certain this wasn't everything, but I'm tired... I'll add more as I think of it.
For the record, I loved the film, but I feel like anyone who didn't follow the ARGs isn't going to get it.