A couple hours ago for the MCRmy I did that.
I think I got most of them.
Comment with more & ones I've missed and I'll edit them in.
-afi mystery type thing
-supergroup of blonde lead singers
-a song, an album title and a band
-mcr becomes tbp; tours and everything as tbp
-David Bowie's/ Ziggy Stardust thing
-mcr & fans are tbp
-mcr is creating characters that are not themselves...and forming another band
-tbs/mcr/used all going on tour together
- a fanclub
- a literal procession of MCR and their fans like what they did in London on LOTMS
-(we are) the black parade = (we are) the secret congratulations
Like it iself is the reward for figuring it out, and this can be worked into all of the other theories- like tbp is a band and our reward for knowing that is getting to see super huge mcr in a little venue as super tiny tbp,
or if tbp is the single or album name our reward will be getting to hear it first, etc.
So yea.. just posting this for organization.