I didn't wanted to talk much about this before because it involved lots of speculations and few concrete information, but adding this chapter now, I think most of the pieces are already over the table, so I'm creating this thread to fill the blank spaces and clear whats is confusing.
Getting to the point. The way I interpreted so far:
1 - The time travel is the "parallel worlds" kind. Brief explanation if you don't know the term: Every single decision creates different futures, one for each possible choice, thus there are infinite parallel worlds, which things can be completely different (like humanity perished in one, true peace was reached in other and so on). Altering the past creates a new world, and the others worlds (including the one from the traveler came from) remain the same way.
2 - Dokuro created the orb and the watchman to find a parallel world where the goddesses were saved and reconstruct it. This is the most confusing, because the parallel world already exists and redoing its events would keep things as they already are, one successful world, infinite failures, so whats the point? Her explanation was that his world would disappear if he didn't do it, but why? my theory for it is the next point.
3 - His world could only exist because there were someone in the past (Keima) lead the past to it, and wouldn't exist in any natural flow of events. That is, there weren't ANY possibility of a world where the goddesses would be saved. But because Dokuro created the orb+watchman, the possibility appeared, and just by existing this possibility his parallel world came to existence, even before the past happening. So he have now to create the world. If this was confuse, think of it as in TWGOK, the answer for the old question "who came first" is the chicken (future where the time traveler came) not the egg (past built by the time traveler).
I know that the chicken wasn't the first being who laid eggs, so the eggs surely came first, but please ignore this fact.
So what you guys think?
Anyone with another interpretation from what Dokuro said aside from parallel worlds?
Or another theory why an parallel world would cease to exist?