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Train Death
Aya may have caused a train accident and feels regret for it (possibly belated to the injury of Aine). She holds a scythe as an effect, the symbol of death a Shinigami or Grim Reaper holds to reap the souls of the dying, along with trains and train tracks being in multiple areas.
Aine is Aya's daughter
Judging by place with pregnant girl, embryo, and fact that Aine have almost same apperance like Aya, she can can be Aya's daughter, in theory Aya dated with guy in mask known as black, but when he ended this relationships unfortunately Aya waa pregnant, since she she was too young to be lonely mother when Aine is been born Aya just left her somewhere else, probably she in guilt in that Aine have only one arm, judging by dreams Aya have regrets from what she did.
Aya is Murderer
Judging by ending of version 0.004 and 0.005a, Aya in the prison because she killed person, but not so random person, it was Indigo, little doll of her proving this, after few credits screen there will be Aya's cell with that dool, doll stained a bit by blood also blood trace can be seen from the opened door.