Possible spoilers for next season?
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You're probably right about the parallel reality device. According to Wikipedia, PKD had planned a sequel where Nazis were stealing weapons from alternate realities, so… pretty much the plot of Bioshock Infinite.

Aliens versus magicians. Make it happen, Murphy!

And now there are no Cooks. Thanks a lot, hobo serial killer Terry Gilliam

Sky Crime is the worst sort of crime

Calvinball, because fuck your rules