Because we may as well cover all of our bases while we're still theorizing.

1) When Teito asks if Ayanami is Verloren, he thinks that Frau has a very sad expression for a moment. Given that Frau and Ayanami likely haven't met each other at that point in time, Frau may be aware of their connection.

2) Frau and the Chief of Heaven bear a strong resemblance to one another, both being tall, slightly gangly, blond men with bare chests.

2.2) Additionally the Chief of Heaven, Eve's father, wears a coat with a fur collar. Guido, Frau's father figure, also wears a coat with a fur collar.

3) For some reason, Ayanami was unable to devour Frau like he did the other Ghosts.

4) The Biblical Eve lived in the Garden of Eden until she and Adam lost their innocence and were cast out. Frau worked in a tavern called Eden as a child until he left to join the Sky Pirates (a group that's far from being innocent).

5) Finally, 'frau' is a German word that means 'woman' or 'wife'. Considering how appropriate the use of other German words in the series is ('begleiter' means assistant, 'vertrag' means contract, 'sklave' means slave, etc.) it's unlikey that the authors are unaware of the word's meaning.

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