1. Cole's quotes. "He did not want a body, but she asked him to come. He left a scar when he burned her off his face", and "Bare-faced but free, frolicking, fighting, fierce. He wants to give Wisdom, not orders."
It is an assumption that he's talking about Solas and Mythal, but it is a safe assumption. So yes, assuming this isn't just some random 4th wall breaking inserted by BioWare, then he probably is talking about Solas and Mythal. I think the only alternate possibility is Solas and the Spirit of Wisdom, but that's a stretch.
You have "Wisdom" capitalized. As I recall, all of Inquisition's text is capitalized. True capital letters in the texts are just larger capitalized letters. No major complaint here, just be sure that "Wisdom" really is capitalized in the text of Cole's sentence. It wouldn't hurt to double-check. If this is "Wisdom" then it is likely talking about Wisdom embodied by a spirit. This could refer to Solas or the Spirit of Wisdom. If it isn't capitalized (meaning a larger capital letter) then Cole is simply saying Solas wished to teach others, not command them.
As for what it means, you suspect it could mean that Solas was a spirit. I think this can't be determined just from the statement. If Solas burned Mythal's vallaslin off his face, then he had a body. What this statement could mean is that Solas always had a body, and a body naturally has a spirit, but Solas grew and learned under Mythal's teachings and in time yearned to exist only as a Spirit of Wisdom. He did not want his body. But Mythal asked him to "come", which could mean to follow her direction, or to come to a location. If she wanted him to come to a location, then I would guess she was referring to the real world. So he would have needed the body to exist there in the capacity that Mythal required.
But your theory is possible. He may have been a spirit at first, even a Spirit of Wisdom, and then when Mythal asked him to come, he did, by entering the body of one of her slaves. He then burned that Vallaslin off his new body's face, though this probably came much later. I suspect he would have done this once he decided to set out on his own and free all the slaves.
The thing that tips this in favor of the theory that he always had a body was his quote to the Inquisitor in Trespasser. "You're Fen'Harel." "I was Solas first. 'Fen'Harel' came later... an insult I took as a badge of pride." So he seems to be saying that he was Solas first, in his original form. But he could be lying, or omitting that he was a spirit before he was Solas. Still, from what we have to work with, he said he was Solas FIRST. Not that he was Solas "before that", or he was first known as Solas. And as I'm sure you know, Solas means pride, not wisdom.
The second quote seems to be talking about when he set out to break the chains of his brethren. "Bare-faced but free" implies a negative connotation to being bare-faced. As if having Vallaslin meant protection from harm. Being bare-faced meant vulnerability. Perhaps to possession, or capture to become another evanuris' slave. The "but free" and so on implies that being free and truly alive is a consolation to being bare-faced. My theory is that the Vallaslin indicated a compulsion to whatever evanuris, and while under this compulsion the elves were under protection, but also not in control of their own lives. They could never live as they wanted (frolic), or raise a hand against their master (fight), or act with any degree of passion (fierce). They were chess pieces.
Solas wanted to bestow wisdom, like those in the Vir Dirthara had done. He didn't want to lead any kind of revolution. But obviously he had to command his followers to fight since the evanuris would not allow him to exist in freedom and free others from their grip.
2. Could spirits be like people? I think that was already proven. Justice can possess Kristof's body and learn what it is to be human. Cole is the same way. It's just a matter of that spirit existing for a long time and thinking beyond their primary directive. For example, Valor might remain as simply Valor for ages. Faith may remain as Faith for ages, even though she was watching Wynne all the time. But some spirits will grow more power and go beyond their primary instinct or aptitude. Only by learning new traits can they become like people. The dialog between Solas and Cole suggests that Solas has never seen a spirit become a person, but the implication is that he knows such a thing is possible. This might be why Cole thinks he heard Solas say he's seen it happen before. Solas didn't say he did, but he probably was thinking of a time when he heard about spirits becoming people. That's what confused Cole. He didn't totally pick up on it.
3. Spirits that were more than friends. It sounded to me that Solas said "no" to that.
You claim that Solas hinted that before the Veil was created spirits had been "part of the natural world". Could you quote him on this please?
If he said that, then he may have just been talking about the natural world as it existed before the Veil. In which case the Fade and real world were merged or intersecting and spirits obviously would have been present. I just don't see how that wouldn't be a painfully obvious statement. Of course spirits were part of the existing world before there was a Veil.
4. The balcony scene. I'm not sure this supports your argument. It seems irrelevant to me. Of course bodies have spirits. That doesn't prove one way or the other that Solas began his existence as a spirit without a body or a spirit with a body.
I believe Solas' goal here is to determine if a living being not of his ancient world is capable of showing the same spiritual enlightenment as those in his ancient world did, and if so, why? He suspects it might be due to the mark. He believes his ancient elvhen magic might be improving your consciousness somehow. But if not, then it shows he was wrong about all people in the world being like tranquil, or his world's equivalent of it.
If the Inquisitor states he or she doesn't think of him or her self as different from anyone else, Solas will slightly disapprove because the statement makes him think that everyone else could have the same potential as the Inquisitor. In which case, what he feels he needs to do will be that much more difficult for him.
He doesn't see that wisdom in Cassandra or Leliana because he isn't looking for it in them. My male human mage saw it in Cassandra when he romanced her. Solas is really only looking at the Inquisitor as the example of what the current world has to offer.
If you get the other scene, in which you disgust Solas and can possibly punch him, he tells you what he thinks of people in the current era, that they are base, savage, unenlightened, etc., and that the Inquisitor's example has confirmed that he was right about them all along.
5. The break-up scene. I think he mentions the spirit because he sees the spirit as what makes the person who they are. He sees it as the core being of the person. And he's right. The spirit is what makes the personality and beliefs of the person. This doesn't have anything to do with the question of if Solas began as a spirit without a body or not.
6. I don't think magic involving spirits is forbidden among the Dalish. Just demon summoning as such. As I recall, Spirit Healer calls on benevolent spirits to heal flesh and reinvigorate people. At least it says something like that it the description. Also, they talk about entering Uthenera and Zathrian was fine with summoning the Lady of the Forest. Again, not seeing the relevance to your statement about Solas being a spirit originally.
7. Pros and cons of having a body or just being a spirit. The pros of having a body is that it is easier to exist in the real world and understand it. You don't need magic to exist in the real world, nor a thin Veil. You simply exist in the real world without effort. I think it's also easier to grow in spirit. You observe the real world with better understanding, and thus your spirit can imitate it better, and form its own thoughts, beliefs, desires, passions, etc.
The downside is that you are also prone to all the real world's ills. Disease, pain, imprisonment, etc. But if you die, at least you still get to exist as a spirit. If you die as a spirit, well... you're screwed. You cease to exist. Oblivion. Finished. Done for. The best you can do is hope your ethereal energies respawn as something similar to what you once were. That is unless you're a powerful spirit, in which case you might be able to hold on to yourself when you are sent back to the Fade.
The pros of being a spirit? You won't die of old age. You can experience some things at the speed of thought. The battle in your mind against the Envy demon shows that you can experience long periods of time in an instant. And if you exist for ages on end, you can possibly grow powerful enough to wield a great deal of magic. You can also manipulate the Fade to your will. Thought is your reality.
The cons? Nothingness, if you die in the Fade, as I wrote above. Also, depending on your consciousness' skill level, you might be vulnerable to mages who can bind you to their will. You run the risk of having your purpose corrupted. Also, your world is the ever-changing Fade, unless you can somehow manage to press against the Veil and catch glimpses into the real world, or find a place where the Veil is thin, where you might even pass through. But even if you do you won't understand much of the real world. Also, you will mainly exist as one type of spirit. You'll need to think really hard if you want to be more than what you are.
Cole tells a necromancer Inquisitor that you are pushing pieces that could become spirits. So it seems the evolution is ethereal energy, clusters of spiritual energy, conscious wisps, observing spirits, Spirits of [Emotion/Ability/Concept/Instinct], stronger version of that particular spirit, aged and learned spirits, powerful and intelligent spirits, developed consciousness spirits (like those in the real world), and then perhaps spirits that can manifest in the real world.
I think the spirits in Trespasser were body spirits at first, and then died, went to the Fade (or Uthenera), and have awakened in Trespasser to protect the temples.
8. Solas means pride, but not pride demon. It's possible that Solas is like a pride demon, and his wolf depiction looks similar in some ways, but I wouldn't say that his name automatically makes him like a pride demon. Also, Wisdom becoming a pride demon doesn't necessarily mean all Spirits of Wisdom that get twisted from purpose will always become pride demons. But I will admit that wisdom's closest negative does seem to be pride. If you think you know best, you are likely to become prideful or arrogant. But you might also become envious of what others have, or seeing stupidity in others might turn you to rage. Like how the Qunari anger Solas.
9. I doubt Solas and his real body are in danger of becoming a pride demon. I think he's just saying that he will have to do many awful things. Get his hands bloody again.
10. A demon is that wish/purpose gone wrong? I think Solas is just using one example of how a spirit can become a demon and applying it to all demons. We know that demons can manifest themselves as such right from the start. Wisps can attack you in the Fade, and there are plenty of demons in the Fade naturally. The Forbidden Ones Gaxkang and Imshael take human forms, but can turn into demons. In all honesty, demon forms are among the strongest or most harmful to opponents. However, Solas' comment could be taken to mean that a spirit wishes to enter the real world and coexist peacefully, while a demon wishes to possess the living or even a corpse.
11. Not sure what you're claiming here. Are you saying that Solas is like Anders and Vengeance in that he has his own spirit as well as another spirit inside him? Because the Inquisitor can ask him in Trespasser if he is like Flemeth, and how she carries a piece of Mythal. Solas says no, that he is the full deal.
12. You say Cole's dialogue with Solas proves that Solas began as a spirit. Can you provide the context of this? Is Cole on the human path for this dialogue, or the spirit path?
As for proving anything, Cole might just be saying that Solas envies Cole for finding his happy place. Meaning, he is finding happiness in the path he is on. In any case, Solas saying he is not a spirit seems to be proof against your theory. Solas seems himself as a real world being. But this could play into what I wrote before about Solas wanting to just be a spirit dedicated to one purpose instead of a real world being.
13. Fen'Harel came later. Nothing Solas said in that statement implies that Fen'Harel was anything other than a title. Not unlike "Inquisitor". He also confirms that others bestowed it on him as an insult.
14. I don't think your theory explains why the current world has to die. Even if Solas began as a spirit and then entered a body, that wouldn't explain why bodies have to burn in raw chaos for the elvhen to return.
15. Wynne confirms that a spirit does not ensure immortality. The Spirit of Faith was losing power gradually. I think the immortality of the elves was due to the Fade magic they were drawing on. It had nothing to do with being connected to spirits.
16. One more important find. I think Cole is only sensing that Solas is a dreamwalker. His spirit can exist in the Fade with little effort, but that doesn't mean he doesn't also have a body. Cole acknowledges that Solas exists in the real world too. Ultimately I think this was just foreshadowing to how Solas is an elvhen who existed in the Crossroads dimension most of his life.
17. Regarding your video. I saw Cole's comment about Solas wanting to give wisdom, and it looks like the "W" is the same height as the rest of the word. Which means this was a small case "w". It reads "wisdom", not "Wisdom". Granted, Cole could still be saying that Solas wanted to be a Spirit of Wisdom, but he could just be saying that Solas wanted to be a spirit who dispensed wisdom at times and perhaps went off to frolic at other times. In other words, not a Spirit of Wisdom, but a regular conscious spirit. It's also possible he's referring to Solas when he began leading his army. He wanted to give them wisdom, not orders. So he would have been in physical form by this point, if it hadn't been from the beginning.
Next, at about 3:20 you speculate that the elf became Solas when he created the Veil. But Solas' testimony contradicts this. He said that he was Solas, and then Fen'Harel came later when he was freeing other elvhen from the would-be gods. It was after all this that he says he formed the Veil.
Again, a spirit does become a demon when twisted against its purpose, but this isn't how all demons are made. Some form as demons naturally. As Solas even admits to Cole, the choice of being spirit or demon is ultimately up to them. Xebenkeck, referenced in the Vir Dirthara, abandoned mortal form and went to the furthest reaches of the Fade. Xebenkeck is a demon. Imshael is in human form, and he considers himself a Spirit of Choice, but he's really a demon too, and he can turn into demon forms at will. No one twisted him into becoming a demon. Just saying, don't take the "twisted spirit" option as being the only way for a demon to be created. Lots of spirits choose to be demons.
I think the game implies that Solas became weak because he used his energy up to set the Veil over Elvhenan, and then went to sleep for millennia to regain some energy and keep his body from dying. Then when he awoke he was in a world almost completely cut off from the Fade, and could not unlock the orb that had been gathering magic for thousands of years. I didn't see or hear anything in the video that supported the idea that Solas became weak because of the guilt he felt in destroying the world of the elvhen.
As for his quote about "in another world", this is just referring to the fact that he must see his plan through to destroy this world, and the romanced Inquisitor along with it. He knows that he can't have the female Dalish Inquisitor AND his old world. He is saying that if he and her were in his world already, then it would be possible. But she can't be part of his world. The world of the ancient elvhen.
I don't think Solas cares to sever the elves from the evanuris worship. He tells the Inquisitor that if he had reclaimed the orb he would have used it to enter the Fade and tear down the Veil. The Inquisitor points out that doing so would have released the evanuris. Solas replies "I had plans". Those plans could not have involved convincing elves to stop worshipping the evanuris, because by then it would be too late to cut off the evanuris' "power supply" of prayers. And if cutting off all prayers makes the evanuris immediately weak, then tearing down the Veil and killing all elves in the raw chaos would have served the same purpose, just as it would right now if Solas were to tear down the Veil.
I have a suggestion for you. If you want some evidence for your theory, look up Sigrid Guldsdotten from the Jaws of Hakkon DLC. Try to find her conversation with Solas in the party. She makes an interesting implication about those mortals who hold on to spirits. Solas gives a passive "fair enough, but..." comments, as if he realizes that she just found him out and he wants to move off of that topic. Sigrid is a mage from Stone-bear Hold who allowed a spirit into herself, and then did not want to do the ritual to free it, and the spirit also did not want to leave her if she didn't want it to.
If you recruit her as an agent while she remains merged with the spirit, you can possibly send her on a chore table mission that results in her impressing some senior mages with her magical skills. Meaning, having a Fade spirit inside of her makes even an apprentice level mage equal to or greater than even the most learned mages.
So is this what's happening with Solas as well, or is he just an ancient mage connected to ancient magic, like Corypheus was?