After fight with Orphan of Kos we can hear strange voices in fishing hamlet. It's hard to understand some of them, but from what I heard were words about Kos being dead, all that curse and most interesting her baby taken. Which can imply that scholars might take true orphan and left body of Kos to observe what happened. What is more interesting is the sob of Orphan and how much it resembles Gehrman, it's literally the same one and that doll implies that Gehrman is now resting in peace after we kill orphan. It's just my theory, but is this possible that Gehrman is Orphan? It can be explained if we assume that Byrgenwerth has come to Fishing hamlet 2 times. First one was when they took child with maybe permission of Kos who wanted her child to live as she could not and second when they came back many years later to investigate people from the hamlet and their eyes in brains and start experimenting on Kos corpse which could infuriate her and lead her to casting curse upon hunters and place them in nightmare where they're taking their true beast shapes, but Gehrman was her child so he appears in nightmare as himself if he was never taken away and doll as a Maria who's soul is inside her. It could also explain why moon presence take such interest in Gehrman. He's great one and it could use him as a tool to get rid of other great ones, as a weapon. It also explains why Gehrman in his dialogue is saying that the dream is blocking the sight, so he might refer to that yellow thing on the sky in the nightmare.