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The Anonelbe, sometimes spelled Anonnelbe, mistranslated from the German "Ahnenerbe" meaning "Ancient Heritage", is a fully awakened Contact whom, according to a prophecy, is "a man of God who will lead the people born of this world to a new land". The word is used interchangeably as a noun and an adjective, both meaning that Anonelbe is "a Contact that will save humanity" but also meaning that a Contact can "be" Anonelbe.
By the time of Xenogears, only Cain and Citan Uzuki seem to believe in this concept, and Perfect Works cites that the possibility of Fei being Anonelbe is what pushed Citan from Solaris to the surface world. When brought up, the Gazel Ministry is quick to dismiss it as a mere illusion, reminding Cain that last time a Contact (Lacan) fully awakened, their bodies were destroyed and the result "is this" in reference to them being stuck in digital form. Despite the destruction wrough by Lacan, now Grahf, Cain has kept hope in the prophecy and keeps a watchful eye on Fei Fong Wong, stating that to atone for his sins he will either entrust humanity to him, or destroy him to prevent another destructive Contact.
The prophecy is not dissimilar to what Grahf spends much of his life pursuing. Though his goals are significantly less noble and more destructive, Grahf's ultimate desire to destroy "God" is just another expression of freeing humanity.