There are 2 'theories' (not really theories, more like alternate scenarios but whatever....). One is on Nadia and the whole Rambaldi arc. The other is on Lauren and Vaughn. I'll probably write one on Sydney in Season 3 - or more accurately, Julia Thorne... But I haven't thought that out thoroughly.
Nadia Santos & The Rambaldi Prophecy
The Chosen One vs Prophecy battle-to-the-death could have been fulfilled in a much, more realistic way if Nadia and Sydney had actually had a battle to the death. Not Zombie! Nadia vs Sydney. And a reason could have been so simple: Jack. Nadia had sworn to kill whoever killed Irina. If she had been told the truth earlier, and she believed Irina dead, she would have gone after Jack and killed him. Sort of like Roberto. Perhaps she’s not told the whole truth. Or even worse – she finds out the whole truth (Katya could have told her and not Sydney) and like Katya, decide that Jack was manipulated because he wanted to be manipulated.
Of course, killing Sydney’s father is a sure-fire way to make an enemy out of her sister. Does Nadia try to hide it at first? Possibly. Maybe with Sloane’s help. But I don’t see her hiding it for very long. Or regretting it when she’s confronted. (Roberto again). Sydney finds out. CIA finds out. Nadia goes from Agent to Wanted criminal. Perhaps she resists arrest and kills someone - Weiss, maybe? Either way, (in an Anakin Skywalker-ish/Faith in BtVS- arc) she feels she has become unredeemable. So she seeks out Elena (by now, she's discovered the truth) and decides to work with her (Palpatine/the Mayor in the Senior Year Season of BtVS), simply because they understand each other. Elena feeds Nadia all this crap about her destiny and Sydney and Jack never caring for her. Nadia believes it because... she has nowhere to go. And she is sick and tired of being lied to and used and it’s time she took her life into her own hands rather than become the victim of a 500-yr prophet. Of course, those actions eventually lead to her becoming the victim of this same 500-yr old prophet which is just classic Oedipus-ish!
[And as a bonus, what about Sark and Nadia as well, huh? :p If she kills Weiss, she's now single and girls like Nadia don't stay single for too long. :p]
Thus when Sydney and Nadia fight to the death, it’s really the two sisters fighting to the death. Not that Nadia hates Sydney, really. But Sydney’s dad killed her mom. And Sydney knew and condoned it, by default. And kept it from her. And well, in the end, she has no choice.
Same with Syd. Like Buffy, she has to believe that Nadia is irredeemable. All the evidence points in that direction.
And Sloane has to shoot his own daughter. Everything is still in character but more in character, you know.