And what about the relationship betweeb Midna and Link in TP?
There were big hints about it
SPOILERS HERE
When she explains the truth in the desert and caress his cheek
How link tried to save her after being infused with light powers
Link's reactions in both the times when Midna teleported him and Zelda out of the castle to sacrifice and them his anger when Ganonforf broke the helmet
when she came back, link gad a face of almost tears of joy
And the final srntence before leaving "Link I.. See you later"
A romance heavily hinted for both of them
Have you ever crossed the line between sanity and madness? You would be amazed by what lies beyond the fog..
I think the only romantic feelings Link had for anyone in TP (if he had any at all) were for Ilia. I'm under the impression that him and Midna were just really good friends by the end of the game. You don't have to be in love with someone to be sad when they die, after all.
And on Midna's side of it, I believe she's just a very flirtatious person. And even if she did harbor feelings for Link, we all know how their situation ends. As little bit of trivia: Apparently, Midna's "Link... I... See you later" was closer to "Link... see... see you" in Japanese. (Link... ma... matana)
Primarily what Majora says before the battle. I figured out what it really implies (and then I find a video where a guy analyzes it and comes to the same conclusion) and it is deep...
So what you're after, Madvicius, isn't a simple "Huh? Didn't see that coming?" But some straight up Attack on Titan level WTF-ery, yes? (Great show if you're into anime and looking for some suspense/action/horror)
And like Cucoo is saying, the closest we've got to that so far is Majora's Mask. But MM's story, while dark (and a gloriously compelling thought-piece as far as Zelda stories go,) does lack that suspenseful oomph.
I'll admit, a Zelda game with a story so mind-blowingly epic that every time you clear a dungeon you fear the worst for what could have befallen Hyrule during your adventure would be very awesome.
At the same time though, I worry that if they try too hard for a story like that Aonuma and his teams will work themselves into a corner with the pressure to one-up it in the next game.
Just to be clear I played and finished every Zelda games even Zelda II ( shame on me xD ). I liked the universe which is interresting but the problem they've got now is that it's been 27 years now from the first game and they should refresh a bit cuz even if they tried to change some little thing it stays too much in the "roots" of the ever seen in the past Zelda games. The way the story is built and developed during the time. Zelda might be good for people discovering for the first time or for those who has played only 2 or 3 games before, but it's getting too much redundant. It's often princess kidnapped, find something to access the holy sword, 4 element temples, use the holy sword against the bad, rescue the princess. What is saving the licence currently is the known name of the licence, people that will always buy something Zelda, people that want to give a try, the try of creators to inovate through design and soundtrack, and sometimes elements of gameplay. I only hope they can do things about that, it wouldn't hurt to have a little renewal.