Monster's faking the whole boss room was a 200 IQ move.
Brandall (or rather the thing that's possessing him) being dungeon master seems like a most logical conlusion at this point. Maybe some kinda demon lord in the making? I mean, never before such level of sentience was exhibited in mosters, and now they are playing 5D chess with adventurers.
I wonder why Cliora (ponytail healer girl) can't let Cindy (wizard chick) die "now"? Maybe it's the same reason she's sticking around with this party (she's clearly showing signs of not enjoing her time in this party)? With this mystery as a plot armor, guess Cindy's not going to kick the bucket any time soon.
Also, i doubt Yuki is aware of trio's involvment in Dion's disappearence yet - we don't want them to perish before they see Dion thriving, now do we? Besides, Yuki's got a potion in her hand, bet it'll probably get used soon enough on either Cindy or Segrit.