Keine is a pretty surprising choice for this game. I wonder if she's connected to one of the items in some way? I can't think of what connection she would have, though.
Yuyuko might appear in the game due to her connection with one of the items (the ghost one, obviously), and I suppose we can hope by association that the other item owners will show up. So: Reimu, Aya, Yukari (please based ZUN), Yuyuko, Sukuna... for the nimble fabric, I'm actually thinking Seiga? Since becoming invincible seems something like her ability to 'pass through' walls (pass through walls of danmaku?), although obviously as far as we know that power is connected to her hairpin, not her floaty cloth thing, It's a bit of a stretch, but I can't think of who else it would fit. The doll could be Alice or it could be Hina. The bomb is a total tossup for obvious reasons. With its connection to fireworks possibly... no, still mysterious.