My thoughts after episode 3:I think her mother is the one working for a terrorist organization, that is why she…
Also your idea makes a lot of sense. But also Mitsuki also said she's pretending not be Aoi because she's trying to protect Shu? You know, maybe she or mom are also involved in his parents' death.
But you'll have to download and it's 5 GB
subbed here: subbed in English here: https://ok.ru/video/3041190087413