So I'm guessing the new support is going to be the monster that dragged Nautilus under the sea?

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There's also an issue with just putting tons of things in a world and being like "lul we dunno where they came from"

Like for a while a ton of champs had that background, plenty still do. Even if Nautilus, Morde, and Hecarim get more explanation, we don't really know too much about the Shadow Isles, we don't know too much about the void, and there's still champs like Shaco, Rammus, and Amumu who don't have clear explantions at all. Like there was a big chunk of champs that just had a small tidbit of background and the rest was just left as mysterious without much purpose other than "Uh we don't know what to write".

There's a happy medium I'm sure but I don't think we're at a point where League has run out of mysteries. Even a bunch of things that are explained have a lot left open, we still don't know much about the Watchers or their motives, we still don't know that much about the Light Kingdom that the Shadow Isles was from, mainly its end. And there's plenty of champions in a lore void that are likely still going to have a mystery behind them like Nocturne and Fiddlesticks.

Shaco is certainly not one to be categorizing as a mystery at the moment. His lore is still pretty outdated, and only been updated to strip it of the Institute of War era of lore - he's still in a gray space, so I wouldn't consider him cannon until a lore update or a VGU. Mordekaiser is slowly getting lore, he got some tidbits in the Noxus update about his Bastion and about LeBlanc once serving him. He's also in the gray space of needing severe lore and visual overhauls, so I don't consider much of him cannon until a VGU. Hecarim WAS updated to fit with the Shadow Isles with Kalista's lore. He's the Ruined King's former captain of the guard who killed Kalista when she attempted to stop the ceremony the king planned that brought the isles to ruin. He was then reincarnated as a wraith, still serving his undead king.

Amumu is the only one you've mentioned who's has recent lore, and his lore was left intentionally vague. However, as we've seen recently, characters like Nami, Ahri, and Rengar were suddenly "lored" together as Vastaya, and the Void has cropped up in a lot of retconned stories lately, such as Nami's in the comic about her. It's becoming a trend from the lore team where they're starting to chain together all these pieces and stories, and they're very much removing a lot of the "mystery" that is in the game. We may not be at that point yet, but it's running pretty close to sealing off all the mysteries and looping everything in on everything else.

As for Nocturne and Fiddle, Nocturne already is pretty much confirmed to be a demon, as the characters with interactions for the general demon populace trigger on him. Fiddle is weird, and a bit of a blank slate, but we don't know where his lore will lead or if it'll even remain as a mystery. He really has never had lore at all, so leaving him as a random unknown wouldn't fit in the world, as we have to have SOMETHING to understand about him.