"In the Epilogue, on the night when Lambert prepares for the Seekers and Templars to separate themselves from the Chantry, Cole comes to him while he's sleeping. He presses his knife against Lambert's neck and tells him
"There was a Cole. You forgot him in that cell, and I heard his cries when no one else would. I went to him, and held his hand in the darkness until it was over. When the templars found him, they erased everything to hide their shame and I was helpless to act." Remembering this seems to bring him sorrow. Finally, he commands Lambert to look at him, and we're left to assume that Lambert is murdered."
I think in the very beginning of the book that it is the real Cole that we are told about in the first chapter who prays to the Maker to die and so he does. I think the real Cole did die in those dungeons, he was starved to death in my view. The Cole at the end of the book, was someone who took on the persona of Cole and they became Cole in the book. The very last few pages of the book shows this person (who we think kills Lambert) clearly states the person throughout the book did indeed know that the Templars allowed the real Cole to starve to death or they tortured the real Cole to death. In my mind, the person who is inpersonating Cole is a warden, who was a prisoner of the Chantry. My money is on the person at the end of the book with the scene with Lambert is actually
my living warden(s). The Chantry did infiltrate Vigil's Keep to get at Anders (This would be if you keep Anders as a warden). Which was posted on DA2's offical website before DA2 was released as Anders short-story (pdf file) and how he came to allow himself and Justice to merge. I don't know if it is still on there or not in the character section. Our living wardens do disappear and this is a possible explanation; the Chantry got ahold of the Warden Commander of Ferelden. If it is a Ferelden Warden, then you are indeed alive. Only a person with somekind of authority could do something about the real Cole's death and if impersonator Cole in the scene with Lambert is our wardens, our warden would have the Divine's ear because of Leliana to gain justice for themselves and Cole.
Yes, Lambert might have used the Litany of Andralla, but if you did the ritual with Morrigan this could explain the use of blood magic or another mage such as one of the Trevinter mages running around using blood magic to bend people to their will to create havoc. Even if the warden is a female warden and if she is married to Alistair she still disappears. Gaider himself said that Alistair didn't love his female/male warden or was he kidding? Who better to get rid of that problem for the King of Ferelden than the Chantry and Leliana. This would also work with Anora being Queen. You being a human noble Couland and one who defeated the blight might be called upon to rule Ferelden if Anora doesn't remarry and produce an heir. This also plays into the storyline in Kirkwall with the Warden's there. They were on a mission and it was both or one of two things....hunting the wacko warden who wants to control Corypheus and also the Wardens could be looking for the Warden Commander of Ferelden. Alistair was to vauge about the Warden Commander in DA2. This also ties into the old order of Templars that Lambert wants to bring back. I've always assumed the Wardens and Chantry would have bones to pick with on another once the Chantry tries to kill the Warden Commander over Anders regardless of what a player chooses to do in that quest.
This can also play in what is happening with Alistair in the comics. I do believe the Warden Commander of Ferelden if making Alistair King would come to the King's aid if Alistair and Ferelden is under threat from Trevinter and Orlais and even Qunari. With no word on the whereabouts of the Ferelden Commander then it is a very real possibilty that someone in the Chantry snatched the Warden Commander. I've never played the Orleasian Warden yet in Awakening so someone else would have to address that scenerio. Doesn't he disappear or is rumored to have returned to Orlais? Also if you take Anders to meet with Alistair at Viscount's Keep, where those really Anders and Alistair. Wait, hear me out. Don't forget the mirror in the mages shop in Kirkwall! With that mirror you can change your face with an Eluvian!
The Chantry could also be responsible for the talk in Ferelden during the first game about the wardens worshipping the Archdemons and the use of bloodmagic for the joining. This also ties in with the Howes and Loghain both.
This is who I think the character as Cole really is. Just my take on it.