The dad is probably his brother, I just don't know who the nanny could be. A reincarnator? Maybe the creator of the story, did she die because she cut off her horns to blend with humans to give bunny a shot since we see her at the start with horns and now she doesn't on the flash backs. Are bunny's parents really dead? Cus of what the Desmond Lord said at the end maybe she wanted to fake her death but then why leave bunny alone (〜 ̄△ ̄)〜 but then she said something about making that guy cry which is confusing
Domain expansion??