Hazbin Hotel/WMG
Vaggie is a former exorcist
Possibly the biggest evidence here is the eye patch she has with an X on it, a feature that all the exorcists seem to have. We also know from the season 1 trailer that all the Exorcists except Adam are female, and Vaggie's weapon of choice is a spear similar to the ones used by the Exorcists. While Vaggie has been confirmed as a mortal sinner, that doesn't necessarily mean she was sent straight to Hell after death; it's possible she was once a formerly human angel and recruit into the annual purge who eventually objected to their methods and either quit or was kicked out, condemned as a punishment. This may in fact explain just why she is in Hell in the first place. As for why, it might simply have been the result of a Heel Realization leading to a Heel Face Turn .
- Confirmed, although it was less a case of defecting than it was Lute trying to murder her for refusing to kill a child.
Carmilla is also former Exorcist
There was some abiguity when Carmilla first appeared, when it was discovered she killed the Exorcist to defend her daughters - even having daughters seems to prove she is probably not a Sinner demon, as Word of God has said that Sinner demons cannot sire or bear children. She also has violet skin and white hair, much like Vaggie's. She also is the only resident of Hell who knows how to craft angelic weapons (possibly through magic only an angel would know) and knows a strategy to effectively fight the Exorcists; while she claimed she discovered this by accident, it is possible she was lying; after all, Vaggie was lying to Charlie about her past for three years.
Carmilla is Vaggie's Mother
Abviously, this one can likely only be true if Carmilla is indeed a former Exorcist, but if so, it seems possible. The biggest clue is that Carmilla is, like Vaggie, a Latino - not officially confirmed as Vaggie has, but Carmilla can speak Spanish and her dance-battle music is Flamenco, so it seems very likely. It seems unlikely that the writers would put two Latino characters with similar backstories for no plot-related reason.
Lucifer is setting his daughter up for failure
It has been stated that Lucifer opposes Charlie's plan, but still allows it. Seeing as Charlie is his daughter, that means he is also his heir, so in theory, if Lucifer were to be killed (difficult, but not impossible) Charlie would become ruler of Hell. It seems likely then, that Lucifer is purposely trying to set Charlie up for failure in order to crush what he sees as overenthusiastic optimism and convince her to accept reality in order to “harden” her for her eventual role.
- Jossed. While he does believe the project will fail at first, his true reason for objecting is because he doesn't want to see her hurt when it does.
Ultimately, Charlie and her clients will not want to enter Heaven
Thus far, residents of Heaven in this series and Helluva Boss are arrogant entitled jerks at best and genocidal monsters at worst. Charlie might eventually figure that the true path to redemption does not lead there, and that the better idea is to make Hell itself a better place. Certainly this would seem an Impossible Task but then, so does her current plan.
Lilith isn't hiding in paradise; she's a hostage!
Lilith disappeared seven years ago, and Charlie references that since her parents "split", her father became even more estranged from her. It's also implied that Lucifer's depression wasn't as bad before Lilith left, given he still made time to care for Charlie, but in the present he spends his time talking to rubber ducks. Why is he feeling worse now and convinced the angels can't be reasoned with? Because during the last meetings with the angels, Lilith was forced to surrender herself to Heaven's custody for some reason. Sera had Adam make the deal to ensure that Hell's most competent leader wouldn't spur a demon uprising. Lucifer hasn't told Charlie because it's too traumatizing for him to think about; saving Charlie from Adam made him realize he couldn't keep mourning for his wife but protect the one living relative that he still had. Lute is already established as a Horrible Judge of Character when thinking Lilith would kill her daughter to stay in Heaven, so it's not implausible.