So ultimately the premise of the story is “what is a dream? And what is reality?” Are these real people? Or actors on a stage?
If you are confused about the sisters. Kasumi couldn’t stand the idea of living without Shizuku, so first she tried to commit suicide in the bathroom, and then she tried to die with her sister on the cliff. However, Shizuku didn’t want to die, and in the struggle, accidentally pushed Kazumi over the edge; killing her. Shizuku went into shock and activated her Medusa powers, which Zeus took advantage of to create his “game/paradise” and in the process, Shizuku created a Medusa version of Kasumi, who had no memories of dying.
If you’re confused about Zeus and Marco… I admit the story didn’t cover that very well… from what I understood, they were hacking partners/rivals (Zeus being the better hacker), and one day he turns on Marco; and makes Marco take the fall for their crimes. Marco then made it his personal mission to one day beat Zeus.
I'm confused