My predictions:

The red robes created the grand relics to fight against the "hunger" that will consume the world. They want to stop the Entropy that will lead to the death of the cosmos, but the tools they created to do so were mis-used and led to the great war.

One of the red robes went rogue and used the chalice in an attempt to save their town from some kind of monster. The red robe in the statue is the wife and mother of the man and child. She saved them from the town before it was sealed off from the rest of time, and the rest of the villagers were told that they weren't fleeing but were in fact sacrificing themselves for the good of the rest of the village.

This moment pre-dates the bureau and is probably contemporaneous with the great war.

The great war was caused by various red robes misusing their power in a foolish, but earnest effort to do good. This particular red robe used the chalice to save her town from a giant dune worm, but something went wrong. Whereas the other atrocities of the war occurred in the world's main timeline and became part of history, this moment was sealed off in a self-contained loop due to the nature of the relic.

Isaac is another outsider who is trying to stop the disaster. He doesn't have enough time to do it by himself. He was probably charged with this task by the same person who sealed them off from time, and that person created Roswell to help him. The three heroes will need to help Isaac - or at least help him abandon his mission and let history right itself.

The safe in the bank is the same kind of safe from the train. You need to keep your hand on it for an hour to open it, but in this case an hour isn't long enough. Inside is either the chalice or something else entirely, perhaps something even more important.