The Paleblood Hunt by Redgrave as an excellent analysis of the Bloodborne lore:

https://docs.google.com/document/d/1JL5acskAT_2t062HILImBkV8eXAwaqOj611mSjK-vZ8/edit

107 pages, incomprehensible to those who didn't play it and massive spoilers for the players who didn't finish.

But Oh My God it is amazing. I've missed a ton of connections on my first play through and this puts everything nicely together.

And the last section dedicated to the final-final ending blew my mind completely.

Play the game, then read The Paleblood Hunt.