This post is basically just a ramble on about my fan-theories for Zero Time Dilemma and the Zero Escape series. I am making no effort to avoid spoilers for any of the games in the trilogy.
So, firstly...I don't believe that Delta is Brother. One thing that makes me think that was that Left was clearly an afterthought for Delta, which would not be the case for Brother. Conversely, there are no stories about Brother having a twin or a beloved friend like Sean. Delta also indicates that Sean is not Left, which would have tied those stories together neatly.
So...why would Delta tell them he was Brother? The first thing that occurs to me is that he wants them to shoot him. That's what he offers them the chance to do immediately afterwards, after all. And why? Well, he's lived a long, lonely life without his family and he's just put his parents and sister through hell. Maybe he's sick of this timeline.
His willingness to be shot is another thing that makes me think he's not Brother. Brother - who sounds a lot more like the religious fanatic who started the nuclear war Delta is trying to prevent - was convinced he was right. Delta isn't. Delta is willing to be punished, which indicates he believes he has committed a sin.
There is a discussion to be had over whether Delta actually cared about his parents and sister or not. I believe he did and he desperately wanted to be a more traditional family. Part of what makes me think that are the codewords he chose for their deaths. He calls Sigma 'dad' and Diana 'mom'. He could have chosen 'mother' and 'father' but he went with the more personal names. He calls Phi 'twin' and 'dear'. 'Twin' is objective fact, but 'dear' was entirely his choice. He could have chosen something far more impersonal, but he didn't.
So then, if he cared so much, why did he leave them to starve in that one ending? I don't believe he did. I think, immediately after the bits we see, the doors unlock and Diana and Sigma are told where to find food and where to search for safety. I think they're allowed to raise their twins in a semi-normal way after this, and that that timeline is Delta's own personal heaven. He had to arrange events as he did so he and Phi could be born, but, as far as I can tell, there's nothing stopping him from arranging protection and happiness afterwards. If I believed he were Brother, I'd wonder if this version of his younger self is Left, which would make Dio a clone of Delta and an image of what Phi's twin looked like when he was younger. That's quite interesting. I still believe Delta being Brother is a lie, though.
I also suspect that one of Delta's goals is to create a timeline where Mira is repentant and tries to prevent her original crimes. I can't find it now, but I've previously read a theory that involves Delta and Phi being descended from Akane as well as Sigma and Diana. That theory explains why he went further back to find the link to Akane's parents and Eric's mother, rather than just tracing the 'fault' of Sean's death back to the cab driver. Why go back to who had originally called the taxi? It doesn't make sense to go that way if you're only following the cause and effect from Sean. You'd need to have some interest in the other end as well. With this theory, that snail - and Mira - not only started the entire series, resulting in Delta being raised apart from his parents and sister, she has also directly killed more of his family. I suspect undoing all of that is one of his main goals, though that does mean we would then need another timeline to prevent the Radical 6 outbreak and Brother's terrorism, since a lot of the powers in the game wouldn't have developed.
Oh, reading the TV Tropes page, it looks like most people have a different interpretation of what happens when Espers come together than I do, and their version creates plot holes. Basically, it's stated in the game that when Espers are together, their powers resonate and the strongest person directs them. This might be why Clover can't telepathic connect with Light (though other possible reasons are the distance being a lot greater than she thought, the time difference, or Light being somehow unavailable). In Zero Time Dilemma, the resonance between Espers allows two very weak characters to jump timelines with the stronger characters, which some people think is a contradiction. I don't think it is. I think they're picturing it as if the strongest Esper is taking in all of the available power and redirecting it, like a vampire, so the original owner can't use their powers at all. I don't picture it like that. I picture it more like a river, with everyone contributing. If a weaker Esper wants to do something totally different to the others, their power isn't strong enough to break away and move in a totally different direction. But, if the strongest Esper wants to do something, they can force the entirety of the available power in that direction. So, if all of the Espers want to do the same thing together, they can. The weaker ones can jump with the others because they're all trying to do the same thing, but Clover can't pull out enough of her power to send a signal when a stronger Esper is trying to direct it in another direction. Or, alternatively, it's like sound and the strongest Esper is just drowning out the signal Clover's sending but not actually preventing her from sending it.
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