theory that Dottie is actually Mephisto and WandaVision's true villain.
That Dottie was, at the very least, more than she seemed was lent credence when S.W.O.R.D. officially started investigating. After surrounding Westview, the agency immediately sought to identify those seemingly trapped within the sitcom reality. After recognizing Wanda and Vision, they quickly established that Mr. and Mrs. Hart were played by Todd and Sharon Davis. The list went on. Abilash Tandon was Norm, John Collins was Herb, Isabel Matsueida was Beverly, and Harold Proctor was WandaVision's resident David Schwimmer lookalike: Phil Jones. By episode 5, they had even identified Dennis the Mailman's real identity. However, S.W.O.R.D. failed to connect Wanda's neighbor Agnes to any real-world individual. Furthermore, they ominously hadn't managed to put together any kind of profile on Dottie. That fact only served to draw more speculative attention to the pair.
Beyond the theorizing it provoked, Dottie not being on S.W.O.R.D's evidence board actually had some darker implications for the show itself. Throughout WandaVision, it was established that Dottie and Phil were a couple, one that appeared to have been married for some time. The opening credits for WandaVision episode 2 depicted them together. Later in that same episode, they were glimpsed sitting side-by-side at the talent show. They were also briefly seen in WandaVision episode 3, clearly living as man and wife. However, the fact that a real-life counterpart for Dottie wasn't found alongside Phil/Harold raised some troubling questions. After all, the aforementioned Todd and Sharon Davis were identified together. And since Phil's real identity was uncovered easily enough by Darcy Lewis, any real-life wife surely would have been as well. The fact that Dottie hadn't been likely meant that they were not actually married outside of Westview.
WandaVision episode 5 leaned heavily into the effects felt by the Westview residents. a sitcom scene. Regardless, with every action controlled, it's been conveyed that it's as much as a physical violation as a mental one. The fact that such as Dottie and Phil were being forced into a marriage role would take that even further — especially since they may not actually be together and could even be complete strangers in the real world. Of course, again, WandaVision has wisely avoided how far the charade is being carried out behind closed doors. Still, the terrifying implication has subtly remained.
In fact, it could become even more so in WandaVision episode 6. Trailers conveyed that several couples would suddenly have children for the Halloween-centric installment. Wanda has maintained that she's not (entirely) behind everything. If that's true, Dottie may indeed be the villain of WandaVision. And if that's the case, then that would make it an even bigger violation for Phil/Harold — forced to painfully play a husband (and all that entailed) to a woman he doesn't know. The same would go for Dottie, if, by some outside chance, Phil's real self is tied to the root cause of Westview. Then again, if it is Scarlet Witch or some hidden villain in control, Phil and Dottie would be equal victims. As such, they (and some others) could have even more trauma and emotional fallout to cope with when the WandaVision spell is eventually broken. Equally, it would further emphasize the MCU's shift into slightly more horror territory.