Sorry I'm actually obsessed with the Daiyu-Baoyu theory and I'm rotating it in my head forever. I'm not sure if I'm actually onto anything here but when thinking about it I recalled this CG from the TGS trailer
and I remember thinking about how odd this picture seems because it's so Un-Hong Lu-like. Because from what we've seen, Hong Lu has never even gotten close to being this angry. And yet, they showed us this picture in a trailer before the game even released. It's obviously something they wanted us to see and keep in mind. But so far, there doesn't seem to be anything we can think of that can draw this kind of reaction out of Hong Lu, who seems to just redirect or avoid upsetting topics altogether.
When reading your theory, I remembered this CG and noticed that he's facing the right, meaning we can't see his jade eye. This isn't the first time they've obscured something important from us in the trailer (e.g., Don Quixote's eyes), so it's not a stretch to say they're intentionally hiding his eye. This suggests that something might be up with it in this scene that we aren't supposed to know yet, like, for example, being removed.
If we assume that Baoyu's memories are in his eye, which has been put in Daiyu's body, as well as Kurokumo Hong Lu's attitude being the most Daiyu-like, then it would explain this CG a lot better, because it's not really Hong Lu or Baoyu. It's Daiyu.
Sorry for the very long ask, I got excited. Again, I'm really just rambling and speculating. What I do know is that I'm really enjoying this theory, and thinking about writing a fanfic with the premise because it is so fascinating to me!
Funny you bring up that CG in particular, since the subject of it has come up on this blog before! That being said, I unfortunately can't find the exact post where I talked about it, so I might as well do so again - especially since we now also have more insight on Hong Lu as a characer.
The full CG that cut-in comes from can be seen in the Story Demo video for the Alpha Version of Limbus, as a preview CG for the 1-5 node on the very early version of Canto 1's Story Node map.
Notably, this CG does not appear in any Cutscene/Story Demo videos post the TGS Teaser, meaning the CG must have been scrapped at some point between that Alpha Version demo and the post TGS Teaser demo. Whether it was scrapped after it was used for the Teaser, meaning it was still part of the story at the time, or whether it was scrapped before but PJM decided something about that particular image of Hong Lu was important enough to the Teaser to include it anyway, is something I don't think we'll ever know.
Unfortunately, with how early the CG seems to have originally been placed in the story, I doubt it has anything to do with Daiyu specifically. However, I do now have my own theory of what that cutscene might have entailed, as well as why that would contribute to it being scrapped.
Judging by the leftmost panel, it's easy to deduce this was where Yuri's backstory was originally meant to be explained, as in the whole site burial and survivor's guilt thing would be brought up. The fact that the explanation would later be moved to be inside the Dungeon rather outside would on its own be a good reason to scrap the CG, but there's something else about it that I realized only recently.
In the game proper, Yuri reveals her trauma almost exclusively to Gregor (and initially Ishmael), as all the other Sinners have already passed out due to the gas grenade. However, in the hypothetical scrapped scenario where the reveal came outside the Dungeon, every Sinner would have a chance to hear it and react to it.
So, what kind of reaction would fit the other two panels on the CG? The middle panel of Rodya comforting an uncomfortable looking Yuri while Hong Lu looks innocently confused, followed by a panel with the angriest looking Gregor we've ever seen clashing with the angriest looking Hong Lu we've ever seen?
Here's what I think could have originally happened in that scene (and this is Entirely Speculation, we have no proof of this actually being the case):
I believe, after sharing her story, especially the point about trying to escape the site burial, Mr. Hong 'I am always ready to accept my own death' Lu would act confused and ask something along the lines of "Why didn't you just stay?" or a variant of such. Why didn't you just accept it, why didn't you just let it happen, why did you try to fight it, etc. Essentially asking why, if Yuri was going to feel such guilt for surviving the ordeal, would she ever bother trying to survive in the first place.
This would, understandably, piss Gregor the fuck off, as he himself holds a good deal of guilt for the fact he participated in the War and survived through it. There's a high chance of him trying to verbally rip into Hong Lu, to tell him that he has No Idea what it's like to have to live day by day trying to survive just long enough to see tomorrow, what it's like to have one's life turned into hell without them having any choice on the matter, what it's like to feel the need to run away despite knowing that it will leave them with the guilt of not being able to save anyone else. He's some sheltered rich kid after all, how could he know what it's like to actually suffer?
And I think something like that would be enough for Hong Lu's facade to crack. Because no, Gregor is wrong. Hong Lu knows exactly what it's like, more than anyone should know he does. He might not even be responding with much in this cutscene, even just a hostile "You know nothing about me and my life." would be enough to set the tone. That whatever is going on behind that smile of his is so much worse than what it seems.
...And that's why I think it was scrapped. Because a peek behind Hong Lu's mask in Canto 1 would be too early.
Hong Lu's slow unraveling of his lies is just that - slow. It took us until Just This Recent Canto to get a somewhat clear confirmation that no, the info he gives about his Family is not to be trusted. It took until Canto 3 to see him be the only Sinner actively willing to lie and until Canto 4 to show us he's a good actor. Revealing that Hong Lu has a very different side to him underneath the curious cheerful persona as early as Canto 1 would completely alter the pacing and trajectory of his arc. You'd have a reason to suspect him from the beginning, rather than have a chance to be just as fooled by him as Dante and the other Sinners are.
So no, I don't think that CG is meant to show Daiyu. But I do think that CG was meant to be our first hint to the fact that Hong Lu isn't being honest with the others, at least until it was decided it was too soon for such a reveal.
