I spent some time creating this mind map to sum up everything you'd want to know about the scam messages, as well as the common theories. I will try to keep it updated. If you have anything to add to this or critique, please let me know.
Might take a while to load, it's a very high res image. Here's a link alternative: https://files.catbox.moe/csls12.jpg
This should be obvious, but due to the recent developments I want to have this here as a warning:
Don't send the scammer any money, even as a joke.
The first one I received here was about a month ago from "missy29" at lemmings.world. Body of the message still said "Nicole" though, with some very early boilerplate text.
For completeness sake, I've also gotten from a nicole101 and a nicole40.