Crack theory: Paimon is the Tsaritsa.

If you read the anomalous tree marrow you get from dottore 2nd weekly boss, theres an interesting line about the traveler and the tsaritsa:

"As for the other three, I needed only to utter their numbers for her to understand immediately. The pensive silence that followed on her part was quite telling, really — it must surely stem from her relationship with that fourth Descender..."

So thats my crack theory. Paimon is related to the tsaritsa. A familar, the Tsaritsa herself, something like that.

!/s?!<