I feel like this artist took the Millicent quest line far too literally.

FireProofEmu said:

I feel like this artist took the Millicent quest line far too literally.

Pretty sure he took it exactly as literal as it was meant to be: both Gowry and Millie herself make it as explicit as possible that the girl and her sisters are straight-up facets of Malenia’s soul broken off and given form by the Scarlet Rot.

There is unused dialogue for Malenia that implies this was the intent. She has a script for unused dialogue where she calls the Tarnished 'dear companion' before the fight, implying she received Millicent's memories, along with a version of Millicent's quest that probably ended differently.

Of course, it's hard to tell when unused content like this was dropped from development, but the idea was present at some point.