I'm really sorry for the disorganization of theories/facts about this reply, but trust me, it's well worth reading this entire thing.
Names: Kalista means beautiful in Greek. Senna means brightest in Arabic. Thresh means to Flay or to REND crops/etc. Lucian means light/bringer of light.
Kalista wields a BLACK SPEAR(HA), that she can connect with a teammate, like a promise. Almost like Senna and Lucian's guns, what connects them both. Thresh wields a LANTERN an item that ILLUMINATES THINGS. Thresh wields a Scythe, a farming tool that is also considered to be the GRIM REAPER's SYMBOL. A reaper is ALSO a farming tool. In Judaism, (OR HEBREWISM, BECAUSE SOME PEOPLE SAY THEY'RE TWO DIFFERENT THINGS) Death(Grim Reaper) is referred to as the Angel of Death. When translated to English, it means the Angel Of Light And Dark. Lucian could stand for Lucifer, which traced back ACTUALLY MEANS BRINGER OF LIGHT. Senna could be Satan, which traced back could mean ANGEL OF DARKNESS. Senna becomes LUCIAN'S DARKNESS.
Lucian and Senna both wield a gun, which can be considered something that protects, or something that kills. To them it could be a symbol of their PROMISE. Let's say that Lucian and Senna made some kind of promise that they'd be together, forever. (Let's be honest, this sounds cheesy but probably happened at some point). When Senna and Lucian lost eachother, the promise was broken.
Lucian and Senna are both considered Light. When Lucian lost Senna, it was like he lost his Light, Senna also lost her light. When an atom loses something positive, it becomes NEGATIVE. When they both lose their brightness, they become darkness.
Kalista is the embodiment of Vengeance, similar to Nemesis, the Greek god of Revenge. (The name Kalista is of Greek origin) Nemesis is often referred to as the dark faced goddess of fate, and the daughter of justice. A symbol of Nemesis is the Scourge, (A whip) Which traced back to Egypt was used to THRESH WHEAT! (Yeah, even wikipedia uses these exact two words, THRESH, WHEAT!)
A man named Lucian lived during the Roman Empire and was known for his parodies of well known classics. Parodies are imitated work changed to suit a different purpose. Kalista and Thresh are a parody of their former selves. Lucian traveled from Ionia to Greece spreading his work and became famous for his parodies. (the fact that he has his own wiki page is proof enough) ALL of League's lore is based off of Ancient civilizations. Demacia and Noxus can be considered Greece and Rome. (Or Noxus could be considered the Middle East or Barbaric tribes) Ionia is an imitation of Eastern Asia and India. Shurima is Egypt, Bilgewater is an example of ports that were along the Mediterannean Sea during the Roman Empire and Hellenistic time periods. While the Shadow Isles was a representation of the Underworld (Egypt attributed death to the Nile, while Roman and Grecian mythology atributed it to the Underworld, and that the passageway to the underworld was on a ferry through a river that was chaperoned by Charon (YORICK!!!) Going back to Lucian traveling from Ionia to Greece, IONIA ON RUNETERRA IS LOCATED ON THE COMPLETE EASTERN SIDE OF THE MAP, if we ASSUME, that GREECE IS DEMACIA which is THE LAST STOP TOWARDS THE WESTERN EDGE BESIDES THE SHADOW ISLES, That means they literally went ACROSS RUNETERRA. The Shadow Isles is the last location past Demacia. Another reason to support the theory of Lucian being NAMED LUCIAN is because of this, why didn't Riot just use the name Lucien? The most common form of the name Lucian is LUCIEN. Instead, they used the name LUCIAN.
IN THE ALPHABET, Kalista -> Lucian while Senna -> Thresh, WHY NAME KALISTA, KALISTA? Instead of what the Greeks would originally name, CALISTA. It's because they wanted this to happen!
Theories as to why Kalista is like what she is-> Kalista is from TIMELINE A While Lucian survived Timeline A and did what he ended up doing, Senna did not survive during Timeline A, What if Senna became Kalista during this time, wanting nothing but to keep the promise of her and Lucian being together forever. When Thresh entered Timeline B, Kalista followed suit. Unfortunately, like Thresh, Kalista was driven mad by the Shadow Isles and they lost much of their memory. It's possible that Kalista has forgotten Lucian but not the promise that they had made. The one that kept them together, two halves of a whole.
One last thing to note, in Thresh's lore they never say that he was ACTUALLY a jailor in his previous life, they state that these were NURSERY RHYMES MADE TO SCARE CHILDREN. Are all fairy tales really true? No. The rhymes were merely made to explain his current outlook and his weapons etc. In truth, these are false. The manifestation of his outlook is as described throughout this entire post.