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Ooh, nice! This definitely seems like something that could've happened in the series, yet it also breaks up the usual pattern for how these events are resolved by changing up which roles the characters are able to fulfill.
Option 1 could be fascinating: With Yuki as the existence that could change reality, her realizing what's going on or her not realizing what's going on would both be interesting subversions of the norm where she's the one who knows the most about what's going on.
Huh, suddenly I have an urge to read The Disappearance of Nagato Yuki-chan...