After Eliza's story mode, I just kind of figured Double WAS Lamia. When Eliza calls in Double she even refers to her as "Lamia!" or when Double switches in with Eliza, Eliza will say "Lost your touch~?", which could imply that Double was a Queen of some sort or at least had some sort of authority or power. Not to mention all of the new quotes that were added for Double that hint at this, on top of the uncanny resemblance she shares to Lamia (Blonde hair, a five pronged crown, and the same body-figure.). When Double faces Eliza now, she constantly references the fact that Eliza killed HER family.
"My family shall be avenged...", "I SHALL BE AVENGED!!", these quotes, along with many others, are key points to this theory, Aeon and Venus are both the daughters of Lamia, in Eliza's story mode Double loses all of what she had been known for in terms of her personality in the sense that she was always a calm, cold, emotionless monster who only cared about serving the Trinity. But, when she confronted Eliza, she was completely emotionally distraught, which was very unlike her. Double then goes on to say that her daughters were killed by Sekhmet, all the while taking the form of the statue of the Trinity that we see in the Grand Cathedral. This all hints at the fact that Double herself was in fact Lamia the whole time.
One more interesting quote is when Double is beaten by Eliza now, she says "My... Revenge...". This clearly means Double/Lamia is trying to avenge her daughters, and herself. This can also be the reason why Double/Lamia is roaming on Earth disguised as a nun, if Double/Lamia operated as a Divine Trinity, then losing the other two members (Aeon and Venus.) would make the Trinity less powerful. Maybe Lamia is forced to remain on Earth because of the fact that her Trinity was broken apart by Sekhmet, which would explain why the two have such a hatred for each other.
But, I'm over-thinking it. It was just a theory I wanted to share.
