Three and a half years ago, Jessica, Lady Thor, left The Few. A couple days after that, Aphmau found Phoenix Drop. Aphmau is Jessica's middle name. They look exactly alike. Coincidence? I think not. When Garroth and Laurence see Aphmau leaving her house one night, they follow her, not expecting the events doing so will create.
This takes place after Malichi wakes up in his real body, but Laurence and Dante had forced Garroth to join in the festivities of the baby shower so he never saw the illusion.