Noone and Six have a lot in common, but they are not the same person. I'll try to explain my thoughts. I'll start with what they have in common. At the end I will explain why there is a connection between them, but these are different people:
1. Noone is no more than 10 years old. Six is exactly 9 years old.
2. Noone was bullied at school. When Six arrived at the school location, she was bullied in the typical way that victims of bullying are bullied.
3. Noone loves toys. Six, as we learned from LN2, too.
4. It is known that Six found the raincoat near the school, but in the first LN2 trailer we were shown that she found it in the suitcase in which Noone found it in her dream (in her dream it was a chest).
5. Noone is described as a timid girl, and Six, as we know, on the contrary, is lively. But this is while she is wearing a raincoat. In LN2, up until the moment she finds the raincoat, she seems timid and skittish (which is not typical for Six from LN1, right?). After beating up one of the bullies, Six crosses a certain Rubicon, gaining courage (and anger?), and literally after a while she finds a raincoat.
6. In early concept art of Noone, she had long hair, but in the final version, she had short hair, like Six’s. In the episode not included in LN2, Six is seen to have long hair. (Here I assume that the authors deliberately inserted these Easter eggs, which are supposedly fake). I also have a theory that both Noone and Six cut their hair because of bullying. Girls often cut their hair due to psychological problems and anxiety.
7. Noone means “No one”. It is logical that the main character of Nowhere is Noone (that is, Six), and not anyone else.
8. Noone prefers to be called Noone rather than Ruth. We also know the children in Nowhere by fake names. The authors seem to hint to us that this suits the children (that is, all children have a psychological breakdown, they are all oppressed).
9. Noone says that the Ferryman points his finger at the pendant on her neck, which he demands to remove. There is also an episode in the comic where, before the abduction (let’s call it that) of Six, Ferryman points his finger at her (the reason for this was not explained in the comic).
10. Talking about her parents, Noone says that because of nightmares, she begins to forget them and becomes more of a “girl from Nowhere”, that is, probably Six.
But if Noone is Six, why is Noone have an European face and Six is Asian?
11. When describing the creatures in his dreams, Noone does not describe them as monsters. Apparently, these are ordinary people who scare not with their appearance, but with their behavior. That is, Noone’s dreams and the events in the game do not completely coincide with each other, but only partially. Some characters from Noone's dreams have some descriptions that match the characters from the game (for example, "beautiful lady" and the Lady from LN1), but in Noone's dreams a lot of things are distorted, while in the game everything is static, all the monsters do not change their appearance from beginning to end view. That is, this is a separate world with its own laws, which Noone simply dreamed of with distortions.
12. In Spirited Away, on which LN is based, the action in the parallel world, judging by the outdated car of the Chihiro family, took place several decades. There is also a large time gap between the events with Noone and the events in the game. Noone is roughly from our time, and Six is from the 60s or 70s. Otto’s sister Cici, judging by the description, disappeared “many years ago,” that is, in Otto’s childhood (his phrase “I was a little boy”), that is, in terms of time it could be just the 60-70s. If you rely on Spirited Away, then events in Nowhere happen faster than in the real world (that's why there are objects from different times, including from the 80s and 90s).
Hence the conclusion that Noone, Cici and Six are not connected, say, by a common soul and body, but are connected by common details of their biography - first of all, acquired psychological trauma, illness, and, possibly, some events with their parents, which the authors carefully left behind the scenes (but you and I understand). The game shows us the world (conventionally European) from the dreams of Nun (and Cici), using the world of Miyazaki (Japanese), where the monsters are, in fact, people, but ugly (by the standards of the real world), and in Miyazaki's world they are perceived by the philistine and not are hypertrophied evil, as in European culture (that’s why children in Nowhere are not afraid of them). That is, Japanese mythology in the game is simply a means of expression.
The main evil monster in the game is darkness, imprisoned in a raincoat (aka Dark Six). All the conditional Six (Noone, Cici), putting on a raincoat, gradually turn from being "bullied" into being "bullying someone" (final LN1).
I’ll say something about Very Little Nightmares. In my opinion this is not canon. Firstly, the game was clearly self-censored (horror elements are minimized, the action takes place during the daytime) so that children would play it. Secondly, although the mobile game has many references to the computer game, the computer game has never made any reference to the mobile game; events from there are simply ignored. Therefore, I did not take VLN into account in my theories.