I think we have a lot of information from these brief lives actually:
The Goddess is not intrinsically on Cecelia’s side. Whilst she is aiding her, she is doing so for her amusement, not humanity’s benefit.
The entity is already possessing Milfina (she shielded herself from outside interference but it was already inside), the generals don’t necessarily know of its existence (Lapience’s surprise at her attacking Cecelia), and it is NOT the Goddess or on her “side” (the entity did not know the details of Cecelia’s loop until she told Milfina).
According to Milfina the generals would not be suspects (though she does seem naive), but individually we can probably rule out Lapience and Kiana (she is a straightforward head on attacker and wants to defeat the Demon King in combat. Possessing her would be both cowardly and undermine that goal.)
Maria is all about blaspheming and degradation. Possessing or facilitating the possession of an entity with resurrection and life giving powers to turn it into a creature of genocide would definitely fit that milieu. And Nefi is harder to understand, she was the one who facilitated the marriage so sabotaging it right from the get go seems counter productive, even from an “amusement” level. She is also presented as the most likely subject, ironically making her the least. A red herring.
So: if the generals or an outside person IS to blame I can safely say that they are separate from whatever is inside Milfina. Her shielding would have prevented outside interference so it’s safe to say that it is inside at all times. It’s goal may be simply to do things for its own amusement: facilitating a genocidal war between demonkind and humanity when the Demon King isn’t really inclined to would definitely fit that bill, and sabotaging any attempt to come to peace terms would be in their best interests. The generals and Milfina don’t truly seem to grasp the concept of life and death, and the war itself seems to be just an amusing past time that could be replaced just as easily by anything else that takes their fancy. They’re like 40k Orks: they’re in it for the fight. If they wipe out humanity they’ll get bored, so telling them that humanity will engage in endless wargames in return for free resurrections would be right up their alley.
So my theory is that it is another “God” or the agent of a “God” that is “opposed” to the Goddess. That this is just another round in the giant game they’ve been playing with demons and humans as their playing pieces. And they don’t truly care about the outcome other than for their amusement, but are still wanting to win. Hence the Goddess helping Cecilia as her agent, but not giving her information that would ruin the actual playing of the game.