Possible spoilers below (trying to figure out the story / connections etc.):
From listening to Vector and Virus my assumption so far is that all songs (I know most are but maybe not all?) on the two albums are about the story / origin of the Cockroach King? Vector is 20 years earlier (band said this) than Virus. Messiah Complex is that final twist in the movie (if it was a movie) where the viewers suddenly realize that the person we followed all this time was the Cockroach King with all the reprising themes being sort of flashbacks and the puzzle pieces coming together.
Still don't fully understand what or who the Coackroach King is. I guess his name is Ectobius Rex and a doctor (a "good" doctor even hehe). He punishes people using shock therapy. He is wealthy (Midas touch, "The road from rags to riches leads nowhere" etc.). He lives in his ivory tower (metaphorically ofc) and The Strain has a obvious reference to when he starts descending down that path ("The monster inside me ascending the ivory"). But not really sure what all this leads us. Who is he in the end? A wealthy doctor mistreating patients stuck from the world in his own insanity?
Also there's very obvious references to a patient. Puzzle Box, Nil By Mouth, Prosthetic etc. all seems to be from a specific patient's view? At times I even believe Rex is the patient but that would be strange. So I assume it's a patient to Rex. But what happens to this patient?
BTW when googling Marigold is found a fun reference to Midas. Coackroach King has King Midas touch and the daughter of Midas is Marigold who turned to gold from it ("be careful what you wish for ..."). I realize the fan base must have finished analysing all the pieces already but haha yeah.
Edit: Ectobius is ofc a species of coackroaches