Same for me. I've never seen that in anime before, and the Moonlight Sonata made it comedy gold. The whole thing with Cid being a side character was briliant.
I find it interesting how all of the girls in the shadow garden quite like his Cid persona, the normie that he tries to build with his every being, to be that perfect background character. In Volume 4, it shows someone that isn't from the seven shadows group, number 599, aka Victoria, having a blast massaging his legs, ahaha. I find this series just a gold mine with every book I read and I wish the author will make 30 or 40 volumes out of it.
Your theory about him having some kind power that manifests what he wants into reality isn't quite the case. If you really pay attention to his monologues, you'll notice how he references having researched and studied various types of plots, story progressions and troupes. What's most likely going on is that he's so keen to small amounts of information he's picked up from the world, that his attempt to make up something that could be plausible and believable to the denizens of this world; ends up being true because of his knowledge on secret ploys and societies is vastly underestimated by even himself. Save for the instances where he does something randomly with no real thought in mind, like when he threw the knife at the map. That's more just chance than anything else.
I saw the first episode and I really liked it. Reminded me a lot of Konosuba and Overlord, so I hopped to the manga and read all current chapters (45 as of writing) in one afternoon. Then I was just "huh this was way better than I thought, weird." Then checking around on MAL and other forums, it's rated really well but somehow I hadn't heard about it at all until the anime came out. I might read the LNs, but on the fence for now bc personal life things.
Thanks much for bringing this anime/manga to my attention as, frankly, I thought this season had a unusually low number of good shows but I was wrong, this is great.
There is a definite "Fake it till you make it feel". Most of the stories are short and not dragged out like Overlord. We had the classmate kidnap story, sister kidnap story, princess kidnap story. I wish we get some more development of the girls, like Epsilon's body, Gamma's brains, Delta's beast mode, etc.
I don't think it's molded around his reality. I think it's mainly coincidence for the most part. Like he knows the History of the world and made his own secret history. Diabolis was real in the world it was supposed to be a fairy tale in the world. He just uses it as the basis for his own secret distorted history but it just turned out to be real