Few things:
1. We know very little about Followers of Rembaldi, I think that group still has to show their real cards. Their arch enemy is probably The Covenant.
2. Head of The Covenant is very likely to be someone we know, some how I doubt it will be Sloan, it would be too obvious. Even Sloan has been out manouvered few times by his enemies, who have not made a reappearance for a while (remember Roger Moore's character?). Sloan also is, in my opinion, showing real concern towards Sydney, even more than Jack ever was.
3. Vaughn is also "protected" by the prophecy, but towards what end? Suprisingly Lauren and Sark were willing to kill him (albeit, if I remember correctly Lauren actually moved the thing on the bag upwards, which I think actually closes the flow, not increase it). Just like Irina's sister was prepared to kill Sydney. First to help her, and then betray her...was Irina also prepared to betray Sydney? Lots of conflicts in interest.
4. Does Nadja know more than she is letting on at the moment? It all felt a bit suspicious. Whole thing seemed to be staged. Why would Conrad tell Sydney about The Passenger, if she was the enemy (Sydney)? Again there seems to be a conflict of interest here.
5. "This woman here depicted will possess unseen marks. Signs that she will be the one to bring forth my works. Bind them with fury, a burning anger unless prevented at vulgar cost this woman will render the greatest power unto utter desolation."
5,1 Sydney has brought forward Rembaldi's work, due to clever manipulation by DS-6, NSA/CIA and The Covenant.
5.2 She has not bind them in fury
5.3 She has just found out the manipulation plot by CIA, which could lead to "a burning anger"? Will she be needing new allies...Followers of Rembaldi perhaps...albeit they also fear her. How far does the conspiracy againt Sydney extend to? Who knew the content of that CIA file from Resurrection? Obviously Kennedy did not tell whole truth to Sydney in The Full Disclosure.
5.4 What could the vulgar cost be? A sacrifice by someone that would help Sydney to overcome her feelings? Death of Vaughn? Or will he also end up being against Sydney? It was also prophecied that she would end up fighting against Nadja, will she end up killing her?
5.5 Rendering the greatest power unto utter desolation? This might mean many things. We do not know what power or desolation this is refering to. NSA of course believed it would mean the US, Follower of Rembaldi must have an another meaning to this, and so on. This might mean a powerful object (eternal life, clairvoyance etc), it might mean a government (unlikely), secret society (perhaps - close to new world order stuff?). I personally believe that it will be an object of some sort. I believe it has something to do with clairvoyance, which was the most powerful gift Rembaldi obviously possessed. Albeit, it is most likely to be a combination of things.
6. Will Sydney be looking for new allies in Season 4? Who are the ones inside NSA/CIA that know the truth? Will she become fugitive? Who can she really trust?
So many cards haven't been shown yet.
NSA/CIA : What is their goal? What is the madate of The Trust? How does Black Hole fit in all this? There obviously are different forces working inside government working towards different goals.
Followers of Rembaldi : Organisation dedicated to preserve the prophecy of Rembaldi, yet very little is known about them. Lazarus (who had the order insignia in his hand) was willing to trust Sydney. I think there is a lot we don't know about those missing two years. Perhaps Sydney erased her memory in order to protect them along the artefact. Kennedy's explonation seemed a bit manufactured (and we know Lauren could change her appearance to look like Sydney, couldn't someone else do the same?)
The Covenant : What is their real mandate? Who is the mastermind? Sark only a pawn in the game, yet willing to sacrifice a lot for it. Perhaps he has been a lot higher in the organisation that he let Lauren to believe.
The Trust: Very little is known about them.