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Why did Layla protects Nei? Why do they join forces in the first episode? If she hates dolls, why doesn't she attack her? At first, Nei is like a doll, in the 2nd ep Speedy makes something in her kneck and all the panthers detected her as a Doll. But thorough the series she transforms. Why is that? Didn't they say that she was born from two Barbaroi? I guess the bad guys pursue her to find out to make more children :P
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The first question I think is explored sufficiently in the episode when Layla meets with Cross and he asks her as to why she saved Nei. Layla cannot come up with an answer, even though she is talking to Cross(Cross, as Layla's teacher, is the person she is the most comfortable with in the whole anime). Perhaps she had an instinctive motherly impulse, perhaps she felt sympathy for Nei, perhaps she was fulfilling some kind of destiny of hers, perhaps a mix of the above, or maybe something completely different at all. What you're supposed to get from this is that affection for another is inexplicable and irrational, not something that is based on logic or reason.
Layla in the first episode seems to have some kind of premonition as to who and what Nei is. This is seen when she is reminded of Nei when she glances at one of the serving dolls quickly. It could be that she already knew exactly what Nei was already or it could be that she was subconsciously aware of it. Either way, Layla accepts Nei very easily(compared to others) and quickly becomes Nei's guardian angel, suggesting that she knew either beforehand or immediately thereafter that Nei was a real human, not a doll. The reason as to why she did this has already been explained in the above paragraph.
In episode 2, Speedy just modified the identification collar(ID collar) on Nei. All dolls had an ID collar in the story I believe. We even see the Panther's ID collars on their staff weapons once they were defeated by Layla in episode 2. What Speedy did was he just hacked into Nei's ID collar (which would obviously be illegitimate) using his doll manipulator tool so that Nei's ID collar would be recognizable by Panthers. This was what caused them to stop hunting down Nei.
Nei's transformation is attributed to Layla's motherly protection of her. I think Westa makes a comment about this near the end of episode 13, but I'll have to rewatch the episode myself before elaboration...
Keitaro20:
I think that Layla will search for a new purpose in life. This will be a long journey, she has no family or friends to speak of, Cross is dead, and there is little to do on Mars. However, she will be able to survive due to her impressive skills. She obviously would not be able to fill any usefil niche in a growing society like that of Mars right now. However, what she does afterwards is not as important since she has already accomplished her two main goals in life (Avenge her family, protect Nei). As stated by Ori, Nei needs an education and deserves an easier life, something that Layla will definitely not be able to provide for him. Westa described Layla as being the "strong thorns" protecting Nei, and once Volg's ambitions are out of the picture, Layla realizes that it would be best for Nei to live on without her. You are of course entitled to your opinion of the ending, but IMHO the ending is very fitting and realistic for this kind of series.