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All right, thought about Kos some and came up with two theories, one of which I like a lot more than the other.
The first one, which I like less, is relatively simple: Kos wasn't killed, but rather died of "natural courses". It is never explicitly stated in the game that Gehrman and Maria killed Kos, only that the two of them helped claim and study her corpse. It could be that something not adherent to the limits of worlds, like another Great One, killed Kos, and she just washed up on the shore. She could even just have died during childbirth, since we have a lot of things pointing to her as the original source of the third umbilical cords. There's a lot of "meh" in this theory, and it still requires an exception to be made to the rule of Great Ones being indestructible in the real world, so I like the other one better.

The other, better theory I came up with is fairly simple, and actually has some evidence going for it: Kos wasn't killed in the real world. Now, I'm not saying that the Fishing Hamlet was somehow not in the real world, like I did with Ebrietas' lair; the version of the hamlet in the Old Hunter's Nightmare was clearly and obviously in the nightmare, but that wasn't where Kos died, but rather an entire world spawned as a consequence of her death, the treatment of her corpse and the massacre of the people living there. The hamlet was clearly in the real world, and Kos' corpse ended up there, but I'd claim that she didn't die there. She died in another world and either just happened to wash up on a shore in the real world, or was intentionally brought there by the ones who killed her, namely Gehrman and Maria.
Let's look at evidence. We know that Kos was an aquatic being just by looking at her corpse, and that she washed up on a shore from the sea. Aside from her and the various aquatically themed enemies of the Fishing Hamlet, all of which presumably underwent this particular mutation due to their vicinity to Kos, she is the only being that has any relation to water in the game, with one exception: Rom. We find Rom in another world under the surface of the lake, clearly "underwater" in a sense, which is something I never really questioned before. Rom was acting as a barrier against outside influences, like that of the Moon Presence, and bodies of water are frequently referred to as something that wards against the nightmare, so obviously Rom would use a body of water as the catalyst of her barrier. Rom, however, is (according to her name) a spider, or (according to her appearance) a pillbug, both of which are clearly terrestrial creatures. Given her "vacuous" nature, what could possibly have motivated Rom to make her home in a lake?
We also know another thing about Rom, though: Rom was made into a Great One thanks to Kos, either by Kos somehow lifting up Rom to that status while alive (unlikely), or through the use of Kos' corpse. Either way there is a clear relation between Rom and Kos. Now, with Kos' "true" child throwing a tantrum and creating his own nightmare for the sake of punishing the people who mistreated his mother, it seems pretty clear that the orphan's nightmare is unrelated to Kos' nature in life. Wouldn't it make sense, then, if Rom - who was previously human - opted to take an existing nightmare, one already linked to her through her sire, rather than try to create a new one?
So basically I arrive at this: Rom's lake was originally Kos' nightmare, and it was here that Kos actually died, whether by Gehrman and Maria's hand or some other manner. Somehow the corpse then passed over into the real world, opposite of how the player seems able to effortlessly enter it, and either washed up or was dragged onto the shore.
I'm not questioning the role of the Celestial Emissary - it's fairly well-established that the Healing Church created it as a means to communicate with the Great Ones, particularly Ebrietas - but I am saying that the Celestial Emissary isn't necessarily what it seems.

As for Kos... hm. Now there's a really good question. Hmm... eh, I'll have to think about that one.
While I'll be trying my very best to adapt and explain as many of the features from the game so that they can be transferred to the RP and still make some semblance of sense, I feel like some things are easier to explain than others, and a lot of things in Bloodborne can be theorized about just by extrapolating from other things we know more about. Some things, like the Doll or the Messengers, are so different from everything else that there isn't any real basis for even an educated guess. Sure, the Doll could be a Great One... but then why can the player kill other Great Ones, up to and including the Moon Presence, but not the Doll? The Doll might also just be a product of Gehrman's memories brought to life by the Moon Presence for the same reason as the Hunter's Dream was made to look like the Old Hunter Workshop: to make Gehrman more at ease. But if that was the case, why would the Doll retain that form after Gehrman died? And why would she remain even after the Moon Presence was destroyed?
Too few details to base a singular theory on, which is why we/I have a lot of freedom in what to make of them. Other things, not so much.

So let us base the theory on things we know. Great Ones can be killed, but not always, and their death is not always final. Amygdala can't die in Yharnam or Yahar'gul - in other words, in the "real" world - but when encountered in the Nightmare Frontier or the old labyrinth, it can die. Neither of these places are entirely within the real world, however; one is obviously in the nightmare, and the other is in a place between the real world and nightmares. So all Amygdala in the real world are indestructible, and all Amygdala in the nightmare can be killed. With this as the baseline, I'll posit that Great Ones can only be killed in nightmares.
Now let's look at evidence against this. All in all, only four Great Ones are encountered in the real world: Amygdala (which is invincible), Rom, Ebrietas and the Celestial Emissary... or rather, the areas they occupy are reached through the real world. Rom is the easiest one to cross off the list, as it seems pretty clear from context that when the player leaps off the Byrgenwerth platform and into the lake, they pass into another world where the laws of nature are different, a world that seems to exist inside the lake itself.
Ebrietas is a little harder, but there is still plenty of evidence that her cave isn't entirely within the domain of the real world. For one, the cave is reached through the upper cathedral - literally the topmost level of the building itself - by an elevator straight down, in a shaft that can't be seen from ground-level in any way. The cave also houses various ruins and statues, all of which seem far more ancient and of a different architecture from what is seen in Yharnam, and is home to the Altar of Despair, an object capable of actually reversing time. So we descend into an area that seems completely out of place compared to where we just came from, where the laws of nature are different; from this viewpoint there is an almost direct parallel between Ebrietas' lair and Rom's lake. Add to this the fact that Ebrietas is originally from the labyrinth and possesses a ritual chalice - an artifact that allows teleportation into the old labyrinth - and there's a lot of circumstantial evidence that Ebrietas isn't entirely in the real world either.
The Celestial Emissary is the hardest one to explain. It's a Kin Great One, supposedly helped to transcend through the lumenflowers of the garden it is found it (and which are prominently present at the home of the Living Failures, the prototypes of the Celestial Emissary), yet it is killed... right? Unlike Rom or Ebrietas, we never encounter the Celestial Emissary anywhere else, despite the fact that it should have been cast out of the area occupied by this manifestation of it and forced to venture elsewhere. This could be shrugged off with the argument that it might just have gone somewhere the player never gets to visit, of course, but I'd like to point out how the fight against the emissary begins: you fight a limitless horde of celestial minions, one of which is the emissary, identifiable solely by the fact that hitting it drains the boss' health bar. Until the player does enough damage to the emissary, it is identical to the minions sprouting from the ground around it; the same ground the emissary itself sprouts from at the start of the fight. So, I'd pose a question: what evidence do we have, aside from it getting bigger and the health bar naming it "Celestial Emissary", that what we are fighting is actually the emissary? My theory is that the player does fight an emissary, but that what we fight in the game isn't actually the Celestial Emissary. I don't think the Great One, Celestial Emissary, is ever killed, because I think the Great One isn't the little blue men. I think it's the lumenflowers spewing out minions, all of which are indestructible.
It's a stretch, I realize, but... yeah, I'm proving a point. Saying that circumstantial invincibility is due to gameplay limitations is probably correct, but that doesn't mean that there isn't an explanation.

Gehrman I'd go so far as to say is downright easy to explain, and I don't even need to theorize a whole lot to do so. I left out two creatures that can't be destroyed by ordinary means, of which only one is relevant here: Queen Annalise (who is a mystery in and by herself) and the player character. When the player "dies", they reawaken in the Hunter's Dream and get to reappear and try again. When you try to kill Gehrman before the boss-battle, he disappears only to reappear later.
Just before Gehrman's boss fight becomes available, the player has a choice: awaken from the Hunter's Dream by letting Gehrman kill you, or refuse and fight him. Accepting frees the player and, evidenced by Eileen and Djura, loses the ability to come back to life. If the player refuses, however, even being killed by Gehrman doesn't free the Hunter, leading one to believe that it is not the act of Gehrman killing the player that frees them, but rather the player wanting the dream to end, which is the trigger. Gehrman himself even says: "You must accept your death. Be freed from the night..." Unless you accept your death, you can't be free. It is also worth noting that this option only even comes up when the dream itself is in flames, clearly disintegrating now that your mission has been completed; only once you have completed the task set forth by the Moon Presence - to kill Mergo's Wet Nurse - are you allowed to go free.
Now Gehrman. Let's look at the conditions the player has to fulfill in order to be freed:
They must die. This is easy enough; the player kills Gehrman, so he's dead.
They must accept their death. One line of dialogue from Gehrman reads: "Oh, Laurence... Master Willem... Somebody help me... Unshackle me please, anybody... I've had enough of this dream... The night blocks all sight... Oh, somebody, please...", another, when offering the player the choice, reads "Good Hunter, you've done well, the night is near its end. Now I will show you mercy. You will die, forget the dream, and awake under the morning sun. You will be freed from this terrible Hunter's Dream. " and when he dies, he says "The night, and the dream, were long..." Together, this - to me, at least - certainly suggests that Gehrman wanted to be free from the dream. He wanted to die.
Finally, they must have completed the mission given to them by the Moon Presence. Gehrman is the caretaker of the Hunter's Dream and the "Hunter's helper"; the very purpose of him being in the dream is to guide Hunters to complete the tasks they are given by the Moon Presence. In other words: the player, by completing their own mission, inadvertently also completes Gehrman's. The player and Gehrman is in the same situation at that point, so the only thing that ultimately matters is whether the player accepts death or not.

Eh, this post turned out to be quite a bit longer than planned. There's certainly some interesting ideas in what you mentioned; I'll keep it in mind.
I'd assume that a lot of the reason creatures in Bloodborne are of the fleshy variant is simply because most of them are a product of the scourge of beasts, but I do figure that something less fleshy and more non-strictly-killable could easily have existed in the nightmares, where monsters exist that don't come from the scourge. I do feel like some of the enemies in Bloodborne were a bit of a wasted opportunity in that regard, like the Cainhurst ghosts or the various specters in the labyrinth; beings that aren't strictly physical but can still be killed with normal weapons because of... reasons? Maybe Dark Souls players thought the ghosts in New Londo were annoying and they decided to shy away from circumstantially invincible enemies? I'll keep this in mind, though, and see if anything interesting of the sort comes to mind.

There are more creatures in Bloodborne that aren't affected by a Hunter's weapons than you'd think, though. Gehrman is immortal until you are ready to awaken from the Hunter's Dream, the Doll is indestructible, the Messengers are downright indifferent to anything you do to them. The "lesser" Amygdala in Yharnam and Yahar'gul are also immortal, unlike the ones faced in boss fights. There's obviously gameplay and story reasons that these entities can't be destroyed, at least not before their time, but I like to imagine that there's also lore reasons that explain their apparent invincibility.
Great news! Thank you for letting me know. I feel like assuring you that I'm not just eager to get the RP started for my own enjoyment's sake, but because the longer it sits around doing nothing, the less interested I can expect people being in it and the more likely it is for people to lose interest. I want to keep the RP relevant to you all so you don't lose your enthusiasm.
It's also a matter of December being right around the corner, and I know that for a lot of people - myself included - December is a very busy month, so I want to get as much of the more vital parts of getting the RP started done before time starts to get scarce.

On a different note, I've been thinking about new monster designs that I want to possibly include in the RP at some point (and I have a couple I'm pretty happy with), and I thought maybe you guys had some ideas that would fit into the bizarre theme of Bloodborne monsters?
All right, I have nothing further to comment on, Habibi. Character accepted!
By now I'd like two things: a tally on how many players we're still actually in for out of the ones that has expressed interest (so I'd like to hear from @Prizrak, @Th3King0fChaos, @Skwint, @Jarl Coolgruuf and @Lauder to confirm whether they are still in or not). If I don't hear from you, I'll presume that you weren't that interested and regrettably aren't actually going to be participating in the RP.

I'd also like to hear from @King Cosmos to see how that character is coming along, and to hear if I can help expedite things somehow.

Generally I'd like to get things moving sooner rather than later, before people lose interest in the RP altogether, so I'd also like to get a general idea of what characters people are working on. If no one else is working on characters with the Healing Church, for instance, I might get the scene with Adelicia, Provostus and Victor started.
1: Well, blood is kind of everywhere. There's blood in people, there's blood in animals, and though it's comparatively foul and likely to turn you into a monster down the line, there's even blood in beasts. If these gangs decided to "steal" blood, it would be hard to stop them. Stealing "special blood" - like that used for blood healing or blood ministration - would be a lot harder; not only would it probably be kept in a safe place, but they would also be liable to attract the ire of the church and its Hunters.
But would they fundamentally be able to? Yes.

2: The Fire Dancers pretty much rob anyone, and if they resist, they fight.

3: Smuggling... what? Smuggling blood? In or out of Yharnam? As I outlined under 1, blood in general isn't exactly a scarce resource. If one was talking about smuggling special blood out of Yharnam, it would sell for an absolutely insanely high price... but as mentioned before, the church would also become very dissatisfied with them and might decide to remove them (and remember, this was an organization that was willing to spread a plague and potentially wipe out half a city for profit; hiding from the Healing Church isn't easy). If we're talking people, then yeah... everyone kind of is welcome in Yharnam. The Healing Church want as many subjects as possible, and blood treatment causes addiction; once you have Yharnam blood, you'll always crave blood.

One final comment: It's highly unlikely that the Healing Church would actually tell Marcus that they were going to make him any kind of special. They would most likely offer him a contract like any other Hunter and just infect him with false Paleblood without his consent or awareness.
It's much easier to control someone who is surprised, confused and frightened by a world they don't understand, after all, than someone drunk on their own power because they are "special".
I decided to write up something of a CS for the character that will be accompanying the group headed for the Paleblood Hunters, since it's possible that other characters from the Healing Church might at least know of him.

Well, for most part I figure it's fine, though... I feel like you missed a pretty essential part of my input on your initial idea. Right after a bunch of mulling over Bloodborne lore and theory, I wrote:

Short version: it might be possible if the character was a Yharnamite before, not a Hunter.
Dark Jack


The whole point of that entire theorizing-part and the conclusion after was that it's highly unlikely that it's possible to turn a Hunter into a false Paleblood Hunter due to their resistance to disease. From the biography you wrote I can tell that your character is still supposed to have been a Hunter before volunteering for the experiment.
We can go with that, if you like, but you'd be entering even more unknown territory than just regular false Paleblood Hunters. And your character wouldn't be in the clinic with all the others, since he wouldn't be rendered comatose by the metamorphosis, since he isn't actually changing. Someone would just give him an injection and tell him "go die and see if you survive".
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