Exodus II

Let's pretend for a few moments that everything is exactly as you describe it. Do you know what's going on?

The Archangel wants you dead for an undisclosed reason. His servants have already attempted to kill you.

The Cold Boy wants you dead as well but agreed to make you a servant for some reason.

The Nightlanders brought you here because they are searching for your "brother"

Your real brother or at least a facsimile of him going by the name of Marcus was somehow tied into a group of humans who intended to use you as bait to draw out some of the fears for an undisclosed purpose.

Your "brother" is protecting you when necessary but otherwise avoiding you.

Finally The Muffin Man is apparently working with The Nightlanders but seems to have no real connection to them.

Do you have any idea what's going on?

At that I woke up. I was still in my room. I didn't remember going to sleep after The Muffin Man brought me here but I must have been more tired than I expected. There was a subtle change in the room. I couldn't quite place it. It just seemed out of order. The room had been meticulously organized when I first entered it but now there was a feeling that something was out of place.

I noticed it a few seconds later. There was a snow globe teetering on the edge of the shelf about to fall. I jumped to my feet and caught it just as it fell. There was a piece of paper inside with writing on it. I couldn't read it clearly since it was floating around and half folded but the last word was "run".

Without realizing why I decided to take it's advice. I tried the door it was unlocked. I walked outside The Shadows and The Muffin Man were gone.

I ran out of the place. It was big and sprawling and I got lost a few times but I finally found the exit. 

I'm now sitting in what appears to be a park. It looks like it hasn't been visited in years. I'll be moving on again soon.