Hello! I'm loving the mystery in Saguaro Desert and wondering if you have any post where you've explained everything?
Well, your ask is about to become that post, I guess?
Spoilers under the cut
If you take a close look at both the Dunn family tree and the faces of the Saguaro Jane Doe, Jack's ward (I forgot her name, I think it is Morgan?), and little Three, you may notice a certain facial similarity between Thalia's sister and the three of them.
Basically, what's going on is this: Thalis is very sick and needs a donor (whether it's like a continuous blood donation or sth like this, or a vital organ donation thing is up to you and how sinister you want to play your game). Unfortunately, her only match, her twin sister, has been dead for a while. Thankfully, she's the boss of a scrupulous crime syndicate who has recently "recruited" an alien that crashed in the desert. So, with a little alien tech and the assistance of Cyrus, who's also on Thalia's payroll, they exhume Thalia's sister (hence the hole in the ground next to her grave) and use that matter to clone her twice. The older one, Saguaro Jane Doe, eventually manages to escape but eventually comes back for answers and/or Morgan (?) and gets run over by a car before anything can be resolved (truly was an accident; the farmer townie is innocent). At one point, Morgan (?) also escapes but suffers from amnesia about the whole time spent in captivity (maybe Lynx wiped her memories as a small act of mercy - she deeply cares for her creations). And that's why Three was created. She is still too young to be a donor, and Saguaro Jane Doe is dead, so Thalia would be thrilled to get her hands on Morgan (?) again...
Also, a random headcanon that I've never really managed to get across: Lynx is mute. Does not speak at all. She can; she just chooses not to.