Recently rewatched the Gaslight District Pilot (again) and my favorite scene is still the very last one, the Human Death Ceremony.
Just the way Mel starts protectively hugging the egg close to her as Ken talks about destroying the prophesised human to maintain their eternal life... like it's an act! it's a lie! she knows Ken is just decieving everyone, this was what her whole plan was for! But her deep seated desire to belong and be accepted by her family as she is, means everything he's saying about how the human child born of the angel's egg will never belong and find peace in their lands, is hitting on all her inner fears and insecurities. Because even though it's a lie, there is a bit of truth in the lie of what Ken's saying for Mel, because he's said things of a similar nature that cast her as an outsider in her own family:
Ken: You're not one of us. And you never will be.
Even though in this scene he says it out of a desire to protect her, it's incredibly isolating for Mel, especially within her own family, especially coming from Ken, who she craves the approval of, who is the only one who knows she's human and loves her/has raised her.
Like even the framing with Mel being physically seperated and divided is the same, though in the Human Death Ceremony it's by the spike, a division that's much more harsh and hurtful (as it's the fate that awaits her if her true identity is ever revealed)
Much like the words Ken says that Mel is so afraid to hear him say to her:
Ken: Rotten little human hidin' in that egg, listen, and listen good. You shall never find peace in our land... as we will bathe this spike in your black blood time and time again. For you are the one thing to threaten our gift of eternal life. Now, let us rejoice in our victory! Let us restart the cycle! Let us praise the black hand for ANOTHER 10,000 YEARS!!!
...and that's when she starts projecting onto the angel's egg and pulling it close to her as if to protect it:
It represents the part of herself she wants to hide and initially to kill, (she came up with the plan to steal the angel's egg and smash it in front of the whole town, as a plan to cover up her identity as the real human born of the angel's egg). Being human means being vulnerable, mortal, fragile as an egg, all things she believes she needs to reject to belong and be part of her family:
Melancholy: (Giggling) I'm invincible! Me! A member of the Smiling Dead! (Laughs, then passes out)
(Ken looks at his daughter with a sad and disappointed expression on his face, not wanting her to be like him)
Ken: (Sighs) I'll make sure you never end up... like one of us.
But her humanity is a part of who she is, and Mel, I think deep down wants to be accepted and loved for her true self, which includes being human.
Additionally Mel could've easily still smashed the egg once she saw it was starting to hatch and gotten away with her deceit. But she hesitates, and instead pulls it close to her again to wait and see what hatches.
And still holds on to the angel bird hatchling after being found out.
The hatchling, if it's similar to most baby birds, will likely imprint on Mel, as well as the fact that the angel birds seem to keep a close eye on Mel as the prohesised human child.
Mel is likely going to see this bird baby as an extension of herself based on how she was projecting onto the angel's egg even before it hatched. The angel's egg that has been stolen from the heavens and is (hopefully, unless it's killed horribly/forgotten about in the next episode and I end up eating my words) going to be raised in the Gaslight District within a found family much like Mel herself was. The angel birds seem to bleed black blood like she does too, so in various ways it represents a side of Mel that she's forced to hide away and is convinced is unlovable.
...But maybe through accepting and loving the baby angel she can find a way to love and accept herself as a whole, her human/angel side included.
I just. I love love LOVE when a protagonist gets attached to A Little Guy that represents healing/reconnecting with their inner child!!!