Even though we can (and should!) speculate about those 2 hidden roles and possibilities about the "paranormal activity," I think, at least for the time being (since its the first day and we never have much to go on for the first day) we shouldn't worry too much about those, since it could be anything.
After some discussion we should probably move on to deciding whether or not we want to lynch or no lynch.
I'll stick to what I think the Conspiracy Theorist's roles description and the 2 mystery roles mean: there's probably 2 third-party roles and possibly hidden conditions or abilities for other players in maybe both the town and mafia. (Maybe if they've been visited by a third-party?).
And unless ender wants to clarify, we still don't (or maybe I'm just missing something obvious) know if the conspiracy theorist acts as a sort of tracker/watcher role, cop role, or maybe mix. All we know is that it investigates people for "paranormal energies."
I mean, what could the paranormal energies mean? My first thought was Supernatural Hotel, possibly taking similar or other supernatural roles. If we discount the idea of other roles having hidden properties and the paranormal energies only pertains to the hidden roles, then it seems that most of the roles are basically roles that already exist and have been played before, so taking examples from Supernatural Hotel or from other mafia sights could give us clues. Roles like Ghost, Siren, Alien, Zombie, Werewolf, or maybe roles like Creepy Girl (whatever roles could be defined under "paranormal").
Could always not be the case that its already an established role but who knows, we're just throwing theories around right?
Maybe we're looking in the wrong direction too. Maybe the name of the game "Infiltration" is a clue and they keep to a similar theme.
Or that it just pertains to the Mafia infiltrating the town. Who knows.