My brain is being murdered T.T

So this person on youtube named JubyPhonic had just uploaded a new video and she put it into the playlist "Kagerou Project". I have been listening to her english covers of songs for a long time and never questioned the Kagerou Project stuff. Until now. It is quite possibly one of the most confusing things i have ever done research on and the fact that its a manga, song series, and novel doesnt help. So now i reccomend that you look it up and try to help me figure it out. My brain will continue to slowly be murdered as i do more research. Here is a link to the wiki: kagerouproject.wikia.com/wiki/…