Yeah, my "no legs" theory took a hit this week.
2 other things that caught my attention more so this week that I'm not sure whether they have been doing the entire time or not:
In the scenes with "the devil with yellow eyes" he has noticeable shadows outlining him. I know he's been in the shadows, but this is the first time I noticed them actually accentuating him with shadows. That leads me more to the Shadow King theory.
But just to keep the Mojoverse theory alive: In at least one scene, one of the interrogation scenes, they clearly made it to look like it was being watched from either a television or security camera. Obviously security camera point of views aren't new, and I may be fishing here, but I thought the graphics they chose for static on the "security camera" looked a lot like television lines. They also had the sides blacked out like it was limited by a square, television screen.
In my opinion, Mojo would just be way too meta in several ways. A: They'd have to be able to round out and explain a very strange universe. B: They'd have to break entirely from the comics for this season (from everything I've read, Mojo and Legion never appeared in the same comic) C: Mojo would change the entire tone from that of horror and confusion to more of a 4th person comedy.