It's just a random thing I've thought about since the last episode. It's certain that he'd believe his own backstory, though the other woman coming to him regarding board issues does throw a wrench in the works of that theory.
On a side topic of sorts, is the age of Clementine as a host ever revealed?
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That seems to be the original plan. Several hosts are probably going to escape Westworld courtesy of Maeve, which will open any number of possibilities for future seasons.