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With the past two seasons providing weekly story progressions, and as many directions at the story branches out, I have no idea where certain things stand.

I haven't got around to reading this season's lore drops yet, but in interest of furthering the conversion, here is what I think I know.

What's the latest with The Nine?

The Nine (or a faction of The Nine) warned us of the Darkness's arrival via the Prophecy Dungeon, but seem to have been mostly silent since. Even the Drifter hasn't had much to say on the subject.

Remember that cut scene where we were confronted by our twin that was apparently from one of the pyramids? Where did that all end up?

On the surface, the Darkness's original plan seems to have been to offer us Stasis powers with the intent of corrupting us like Eramis was. However, we seem to, at least on the short term, have avoided that fate, but the Darkness seems content to wait it out at the moment (see next). There is a bit of a strange juxtaposition with Mithrax and his House of Light brethren being so pro-Traveler while we run around potentially using Stasis as a Sacred Splicer.

Apparently Savathun is in the city disguised as a human. Can she shape shift into whatever she wants? Was that Savathun that shifted into our guardian twin? Do the pyramids belong to her?

I think the Savathun-is-secretly-someone thing is a lore thing, so I can't comment much on that, but I do believe that she and the Pyramids represent differing factions. Savathun was previously trying to corrupt their messages to us in Season of Arrivals. One basic idea is that Savathun is trying desperately to figure out a way to escape from the Worm God bargain (i.e. sword logic), and has some complicated plan involving all the factions currently in the Destiny story (Darkness, Guardians, the Dreaming City) to do so. The Darkness may be hoping we succumb to Stasis corruption in order to defeat Savathun, and Savathun may be trying to avoid that, but given Savathun's reputation, her machinations may be causing the very thing she's hoping to avoid!

Savathun was controlling Quria, (right?) and during expunge missions, Quria is apparently speaking to us in text on the screen. I've seen some streamers mention that Quria was talking to us the player, not our character. Wasn't there some weird Nine stuff or maybe Drifter related stuff where there was a fourth wall break about them watching "a player"?

There's been some 4thish wall stuff in the lore, but I would doubt it will end up being part of the front facing story. I think it's clear Quria is in some way controlled (or manipulated) by Savathun, but to what end is very unclear. It seems pretty likely that killing Quria is exactly what Savathun wanted us to do, but it's not like we could have chosen not to. Also Quria probably has some form of Ascendant Realm, so we can always hope to have to kill her again.