Now, bros, I now and see how C look attractive on the first glance: roll into Rus, find Ban, find the Madman, bro up with them->PROFIT!
However: you are forgetting one important detail. Ban is Runikylos', and by proxy Rennephilio's, man. The same twat that scattered Ean's shards and ignored the project to cock-block Ean. And I can tell you right now: they, the Imperial family, do not want Ean back. They are doing magnificently by themselves, thank you very much, to give up their power. Or, even worse, RK is trying to play everything and everyone to ultimately become the new Ean. And he definitely does not need Big E cock-blocking him.
As friendly as we are with Ban (the guns don't count, we gave them from the Prince's name, which means that's a point in his favor, not Dio's), his first loyalty is to the Throne, especially given his naivete and loyalty. And besides which, as soon as we come there, RK will be notified of that. Upon which his first question will be "Why the fuck is he there, when I told him to stop the cult? He must be onto the truthz." We already established that RK is a very, very intelligent person. IT's not too far-fetched that
he was the one who sent us this Watcher sect.
And, as such, he undoubtedly has some dirt on Dio, how complete it is is questionable, but he surely does, a man of his intelligence does not forgo such things. And let us not forget about the Watchers that have left our service: whatever their plans were, Dio is now useless and hence a loose end, and these bastards know everything, hence Dio is a liability. Hence, these two parties will be in a very accessible position to destroy Dio's rep in Ban's eyes, and wheere will we end up? Surrounded by Ban, asskicker-in-chief, a quarter of the Imperial army and a crack squad of musketeers with new dakka. In other words, fucked. However, a point in it's favor, is that we'll get to the Madman and probably learn more about awakening Ean and perhaps recruit him to our cause. If we didn't act like such a ruthless twat, I'd be much more comfortable with C.
Hoping that RK and the Watchers will not exploit this is wishful thinking, extremely risky at best, downright retarded at worst. Dio, as of right now, is well and truly alone: no father, no lover/waifu and no power-base and a house of one. However, we are in position right now to solidify ourselves with one of two groups, Aodh or Dagrun. Or yell "PLANE TICKETS, BITCH!" and go grab some collars in New Athens.
Aodh is not as poor a choice as you bros seem to think: he has his morality straight, as demonstrated by his revulsion at Dio's dickery, and is most likely just playing stupid with RK and biding his time, an option A opens to us as well. I am very confident that he wishes to bring Ean back, and his mind-reading ability should allow him to confidently accept Dio, if we'll be doing it for the right reasons. Hence, B is also a very workable option. Not for investigating the orphanage, no, but for getting Aodh to trust us. This, however, will let RK know we're onto something.
Finally, A has much more merits than any of us are giving it: Dagrun is a healer, which means he will be useful to both heal Dio
and Big E. Second, if we get in tight with him, he'll trust us very much, since we're bruthas an' shit. Which means we will get a strong power-base within the cult. OR, we bring it down, get royal Skane's support and pretend to be a good little doggy for RK and bide our time, as Aodh does.
Still voting for D though. I am confident in our ability to maneuver through New Athens to bring Ean back, if not keep Dio in one piece and finally cut through this bullshitz. Which is a shame, since we'll be losing the vocalist of Ean's future band.
Edit:
First born son of the Empress? What everyone else knows?
Just checking whether or not he's a "sibling" of ours.