Volume two nicely answers a few questions and suspicions I had while still expanding the core mysteries of the series. The first minor answer that brought a chuckle was in episode seven watching Daedelus fill out Re-l's death certificate and confirm that Re-l is indeed a corruption of Real. Of course chuckling shortly after watching a major character's throat be cut open is perhaps not quite the response the makers of the show intended for. Although, given that the series has explicitly told us, Re-l has been treated with specialised Amrita cells then I seriously doubt the poor girl is down for the count. More likely she has put him up to using the incident as a cover to allow her the freedom to investigate without the security beaureau scrutinising her every move.
The second answer delivered is that Vincent is definitely a proxy of some kind - even Re-l is suspecting that and by the end of the eigth episode there just isn't any room for doubt. This does lead to a new question - has Vincent always been a proxy - one just hiding as a human survivor from Mosk for some reason? Or has, as Hoody alluded to when talking about Proxies, one simply 'dived' into Vincent and is now piggybacking with him?
There is no clear answer to that but the cereal spellings and the fact that his eye colour is different certainly lean me towards thinking he has always been a proxy. Whatever that is - Daedelus offers us the point that they are not at all biologically human and goes so far as to suggest they can be more considered a manifestation of life force than anything else. Yet he still isn't being entirely forthcoming with Re-l.
Daedelus outright lied to Re-l about the presence of people outside the dome. Not only was he well aware of people there he even knows one of them as he clearly recognised Hoody. So what does Hoody know that caused Daedelus to be so anxious that Re-l not talk to him? Was Hoody an ex-security manager for Romdeau?  There are strong hints that he might have been, after all he has the toy soldier from the Romdeau glockenspeil, enough knowledge of the outside world to take stocks of the vaccine needed to survive out there (Which seems to be for a very virulent form of Pneumonia based on what Re-l was treated for) and also how to open a Plug Vent. He even managed to secret a long range transport in the form of the Rabbit but also knew what Romdeau's reaction would be if it was ever used. Something Quin certainly didn't. Was the Rabbit originally one of the vehicles that Raul requests be pulled out of the archives and which were used in the plundering of Mosk? Also was the plundering of Mosk the reason it fell or was such plunder initiated after it fell?
Hoody himself also shows signs of being a fine Romdeau citizen in his willingness to deny the real world to both his advantage and ultimately the peril of everyone in the commune. He almost seems to have half convinced himself of the stories he has been telling as he tries quite hard to negotiate with Re-l. This is despite him knowing full well that Re-l's reasons for being there have nothing to do with the face saving and elabourate fantasy he wove to the other commune dwellers to keep them in line. Quin was entirely right in her observation that one day the lies would place the commune in a dangerous situation. Naturally she isn't above a little manipulation herself to get what she wants including lieing about the last vial of vaccine.
We see a pattern here of characters engaged in various levels of self-deception. Hoody who deceives for what he believes to be the best of reasons but is really only interested in maintaining his own power, Quin who decries Hoody for his tactis and then engages in very similar activity to get what she wants (although I am prepared to grant her some slack here thanks to the death of Timothy) and we have Raul Creed. His name is a pretty good handle on his attitude to life. A Creed is a system or codification of belief or opinion and Romdeau is a codified system made very manifest. Better his job is to enforce that system yet at the same time even as he works to enforce the creed of Romdeau he is finding more and more how much of a lie it is. Raul is obviously going to feature prominently later on in the series and is probably going to be the main driving force behind discovering exactly what Romdeau are trying to do with their Proxy research.
While we are on the subject of names and their meanings two of the bigger name drops this volume were 'Senex' and 'Charos'. 'Charos' turns up in my searches as being a pre-christian personification of death (no doubt closely linked to Charon, the boatman of the River Styx in Ancient Greek mythos). So finding the place where the Asuran army of AutoReivs is fighting the Aztec named troopers being called Charos is perhaps no great surprise especially when you consider what happens to them all thanks to the new Proxy who makes an appearance, bit by bit you might say. This new Proxy seems to be called 'Senex' which is latin for old man and seems to be a clear linkage back to the four statues of the Medichi Mausoleum shown in Regent Meyer's chambers. (Think of the riddle the Sphynx told.  There is a clear linkage between phases of the day and the phases of life, one as a metaphor for the other.) This linkage makes me wonder if there are but four proxies wandering the world.
Also worthy of note is the now dead Proxy (well seemingly anway) 'Monad'. This is a Greek name meaning one or singular and it was often used as the symbol for God or the first being in the universe. Daedelus describes a proxy as god really so the name is fitting but evidently when they discovered this first Proxy they felt it was unique. That implies that Proxies are a new development in the world, something that has occured in the last twenty to thirty years or so. (It has to be longer than Dadelus has been working as he notes that Monad was in Romdeau hands before he began work.) Of course the proxies might be very very old just that it is only recently they have been directly noticed.
The final name related observation to make is the strong linkage the series is maintaining to Hindu terms. The Asuran army of AutoReivs is a reference to a group of power seeking deities (the Asura), sometimes referred to as demons. Interestingly they were not universally malevolent with some being straightforwardly evil but many others working with the gods - some apparently even marrying the gods. In the mythos they rank as being more powerful than humans but not quite as powerful as the gods themselves. This seems a pretty apt description of not just the AutoReivs attacking the human outpost at Charos but for AutoReivs in general. Indeed Ergo Proxy is replete in Hindu terms and symbology. Take the previously mentioned reference to Amrita.
But one simultaneously obvious and also somewhat subtle reference is, I think, the shape of the city itself. We have seen it several times and its stylised shape struck me as being more than simple aesthetics. But if we associate it with Hindu symbology then it seems likely this shape is a mandala. Wikipedia notes that "In practice, mandala has become a generic term for any plan, chart or geometric pattern that represents the cosmos metaphysically or symbolically, a microcosm of the universe from the human perspective." In Romdeau's case the shape reminds me strongly of two hands clased together in prayer with seven Islands connected to the hands. Seven being a good number for the most common number of chakra associated with human spiritual development. In particular the hands touch the fourth chakra the Anahata chakra, or the heart chakra, which is related to compassion, love and equilibrium. And what is Romdeau obsessed with? Equilibrium and order.
It seems like a good match to me and means that most likely the overarching intent of the series will remain strongly rooted in Hindu theological thought. This doesn't stop the series from making quite a few reference elsewhere into more European sources. (In fact the series seems quite keen on pulling from all over the place what with the Aztec references in the soldier names in episode eight, Greek references and the like.) One nice touch is the Alice in Wonderland with the card soldiers being visible at the start of episode eight. Given the behavior of the soldiers in that episode they pretty much were the card soldiers. The other visual allusion to note is the pretty obvious one of the proxy associated with Vincent looking very like the Joker found on the playing cards. Now Jokers are usually wild cards that powerfully alter the game they are in allowing normally unworkable hands to become game winners. All nice presaging that Vincent is going to be a central mover in deciding the end game of this story.
The final thing to note is the title of the fifth episode 'Tasogare'. This means Twilight and I kinda wish it had been explicitly translated rather than being left as Anglicised Japanese. It has several allusions plotwise to it. First it serves the obvious description of the characters situation of heading away from the light of the city into the darkness. Secondly it goes to the linkage of stages of life to times of the day. Here it tells us about Hoody who is nearing his end and regreting some of the choices he made and builds us up for the events of 'Domecoming' (itself a nice pun). Finally it points to the morally grey situation everyone is finding themselves in. Re-l in discovering what she knows to be less and less reliable. Raul in the quiet shift we see of him shifting from service to his job and a more personal agenda he is persuing. No one is in the light (white) or dark (black) now - everything is becoming shades of grey...
 In the subtitle stream and on the English packaging of Ergo Proxy the city is pretty consistantly spelled as 'Romdo' yet when you spend the time to get in close and look at the written material you find it is meant to be spelt 'Romdeau'. This image is taken from the death certificate Daedelus was writing in episode seven and has been mildly sharpened to make it clear. Whether this change is actually a plot point indicating that the city has been around long enough to begin to have it's name corrupted by common use or whether it is merely a translation choice I don't know.
So I got sufficiently curious about it that I contacted Jonathan Klein of New Generation Pictures to see if he could cast any light on the matter, he was kind enough to answer and a brief transcript of our conversation was :-
(JK) We were told to spell it "Romdo" by the Japanese producers. What isn't really explained in the show (although hinted at) is where these domed cities' names come from. What we were told is that they're re-interpretations of names of long-gone old Earth cities. So Mosk was supposed to be Moscow and Romdo was supposed to be London.
I can't say why it was spelled "Romdeau" in the animation other than guess whoever animated the text went with the most logical spelling of the city, not realizing where the source of the name was supposed to come from.
As usual an interesting answer - this is one of the reasons I enjoy the New Generation Pictures dubs, often the little details that you ponder as a viewer has already been carefully examined by them during the translation process and Jonathan has been especially receptive to explaining the whys of what was used. Now Mosk I had already worked out but Romdo I don't think I would have connected with London. The map Vincent shows in episode six meant I would have likely placed Romdo around Paris, especially with the French spelling of the name.
 The Sphynx sat outside of Thebes in
Greece and asked a riddle of all the travellers passing by :-
"What goes on four legs in the morning, on two legs at noon and on three legs in the evening?"
Oedipus solved this riddle by answering :-
"A man, who crawls on all fours as a baby, walks on two legs as an adult and walks with a cane in old age."
Sadly it seems this riddle was the Sphynx's raison d'etre and she destroyed herself upon the solving of it.