So, it can be confirmed.... at least to me that:
Dr. Melanie Bird is real and that mutant facility is real.
Syd.... more than likely is real, although his and her connection is still suspect to me, especially her able to see what he can see in his memories while they can't
Lenny is DEFINITELY a figment of David's self......
I'll still stand by the demon with the yellow eyes is the Shadow King and possibly Lenny and is the one suppressing David's memories.
It makes sense Syd is able to see things they can't because she was him. And she seen the demon thing in the hospital, remember?
Lenny is a fragment of Legion but that's another one of his powers in the comics. He can absorb people that die near him.
Fred.