All four options present intriguing ways that the parallel plots could intertwine to create a sense of mystery. However, the strongest option for adding a sense of mystery is:
Events could become illogical at times in both realities to make the reader question what is really happening before the final reveal.
This choice emphasizes the unpredictability of the story and creates a sense of confusion and intrigue, encouraging readers to engage more deeply with the narrative as they try to piece together the truth behind both realities.