Hatoba Tsugu is a virtual youtuber who makes melancholy, atmospheric videos.
There seems to be a running story or mystery to these videos, and they're unlike any other virtual youtuber.
Start here: https://www.youtube.com/watch?v=xXaLxqYlRNk
Her twitter (featuring more videos) is here: https://twitter.com/HatobaTsugu

So, if you watched them all, what the hell was that and what was going on?

Someone put together a fairly detailed list of theories here:
https://www.vtuber-housou.com/hatobatsugu/
https://www.vtuber-housou.com/kijiotsugu/
It's all in Japanese, my Japanese isn't too great but I'll try and sum it up.

1. She's been kidnapped/being observed.
The thinking behind this theory is that some of the videos are taken in a peeping tom kinda style, and in others she's formally addressing the camera, or the "abductor" in kind of a stiff, weird way. Article mentions these two videos specifically:
https://www.youtube.com/watch?v=5T9AFFPSS9s
https://www.youtube.com/watch?v=7W2Xwtrlmqo

For that first video there are some sounds in the background made by someone else that she doesn't react to, when she's eating.
Another point is that when she's brushing her teeth, her image in the mirror isn't reflected, the towel in the background is missing, and the handle on the container in the background is in the wrong place, which the article points out as being proof that maybe she's being watched through a false mirror. That video was introduced on twitter as being homework (for who?).

In the second video, apart from the start she seems like she doesn't know she's being filmed until right at the end where she grabs the camera and it shuts off, and the camera itself looks to be hidden behind something.
She also has a bandage on her ear where it looks like an earring was ripped out by someone. (Or just put in). At the start she's wearing different clothes. Maybe that's where she first got abducted?

The article mentions that she doesn't seem scared, so maybe her abductor is someone in her family, someone she knows, or has managed to brainwash her. It's all a bit unclear.


2. Tsugu has a twin/doppelganger/split personality.
Hatoba Tsugu isn't the only person to feature in her videos, there's also Kijio Tsugu. https://twitter.com/KijioTsugu
This twitter has all the videos that Kijio has been in as well as another video you might not have seen.

If you watch that first video listed in the first section again you'll see in the background that there are two identical hats hung up, and if you pay attention to the tooth brushing scenes again, you'll notice that the towel is in a different position for each one, and a hair pin disappears.

The picture that was used the first time Hatoba was introduced on twitter shows one girl in focus with another one stood behind her, blurry, separated by a red line at their feet (this red line comes up again later).
Pic related: https://twitter.com/__LM7__/status/968872729003753474/photo/1
- (https://twitter.com/__LM7__ This is the account of the person who designed Tsugu and I'm pretty sure is in charge of the whole thing, as well as voicing Tsugu herself.)

There are some similarities, they look more or less the same, they each have a mole under their left eye.
There are some differences, Kijio wears her hair in a ponytail and smokes. Her voice is a little deeper. In her introduction video she seems to be in an office or something with shuttered/barred windows, and in another (the vtuber parody one) she's in a well-lit room, unlike Hatoba who always seems to be somewhere dark.
When she introduces herself the sound glitches when she says "Tsugu". The article points out that she seems more adult and also kinda boyish, and so might actually be a he, or it might be Hatoba pretending to be a boy, or it could be nothing.

They have the same forename (Tsugu) but different surnames.
Hatoba (鳩羽) is spelt with the characters for "pigeon/dove" and "feather".
Kijio (雉尾) is spelt with the characters for "Pheasant" and "tail", as in, the tail of an animal.
The difference in family name is weird, the article mentions that it could have come from a divorce in between births (if siblings) or one of them got married or changed their family name for some other reason.

Anyway various theories; the "abductor" from the first theory might be Kijio, they might be twins, Kijio (or Hatoba) is a doppelganger or they might both be part of the same split personality.
An interesting take is that Kijio created Hatoba as a virtual youtuber.
There's proof for that last one. In Kijio's first video (https://www.youtube.com/watch?v=5-3bbwUzIoY) they're in a room with a camera tripod like the one from Hatoba's first video, and they made a video with a vtuber type avatar (https://www.youtube.com/watch?v=TTeEU-GYixk).
The article mentions the red line from that first introduction picture, it looks like the red line from a youtube video's seek bar. Marks a sort of boundary between reality and the virtual world. Following this gets confusingly meta after a while.

In any case it's not really clear who Kijio Tsugu is or what they do, the vtuber making a vtuber thing might be a red herring.


3. Other stuff.
- The article mentions that she has some SCP and urban legend theories but doesn't go into detail about any. I don't really know about SCP stuff myself, sorry. I've seen a few people mention "The elevator game" though.
- Hatoba mentions she lives in Nishi-Ogikubo. This was renamed in the 1970s and doesn't really exist anymore (only as a small district and not a ward of Tokyo like it used to). People say that because of this she might be dead, a ghost or spirit, or maybe the videos were filmed by some relative in the past and uploaded by someone grieving. There's some theories about her being based on a girl who disappeared in this part of Tokyo but I can't find anything solid about them.
- Hatoba follows Louis Vuitton on twitter. Her first video debuted on the anniversary of his death. (Worth noting that Hatoba's designer also designs fashion.)
- Reflections and mirrors seem to feature a lot in the videos (https://www.youtube.com/watch?v=Oi5uEmxjbKo). Makes the doppelganger/twin thing seem more likely, maybe.
- She buys goldfish. The article mentions that in Hong Kong, goldfish-seller is a term used to refer to pedophiles. As in "Hey little girl, wanna buy some goldfish? Come with me." Kinda morbid but there it is.

Anyway, that's what the article said mostly. It was written before the new teaser videos appeared on twitter.
I'm sure there's plenty more theories out there but I just concentrated on the one article, for now.

It's worth noting that there is nothing concrete about any of the above theories, and later videos might disprove all of them.

Some links:
Edanoue is the company behind Tsugu, as far as I can tell it only has three members, LM7 and two others who I know nothing about.
https://twitter.com/EdanoueInc
https://edanoue.com/

Tsugu's official site (called "The Tsugu Operation")
https://tsugu.org/

Crowdfunding page for "Hatoba Tsugu's Summer Vacation"
https://camp-fire.jp/projects/view/89857
- In August 2018, Tsugu raised $190,000 to fund a 30 minute long video called Hatoba Tsugu's Summer Vacation.
The funding had rewards such as the video on a VHS tape, a cassette of Tsugu reading, and printed photographs.
The video is split into 10 chapters; Diary, Practise, Cleaning, Work/Handicraft, Exploration, Reading Aloud, River, Festival, Fireworks and Beach.
The video was supposed to release in March, it got delayed until late April. Once late April came, it got delayed again until "early summer".