FE Villain Headcanons

[blah the Prussian]

Right, I guess this counts.

On the surface, the events of Conquest happen as presented. However, the specific events and motivations behind the actions of the characters has been changed. My headcanon is that Xander and Corrin were just as bad as Garon and waited until the conquest of Hoshido to stage a coup; then King Xander used a propaganda machine to claim that Garon was possesed, justifying his removal. He also presented himself and Corrin as opposing Nohrian atrocities in an attempt to win over his new Hoshidan subjects. Thus, the story of Conquest is revisionist official history produced by the Nohrian state to cover up its atrocities in Hoshido or blame it all on one man who's now gone, somewhat analogous to the Turkish government's treatment of the Armenian Genocide. 

[Paper Jam]

I have a headcanon about King Desmond in FE7, and even though you never actually fight him, he is definitely a villain.

The A and S Tactician ending states that "Bern and Etruria so desired this skilled mind that they went to war." My headcanon is specifically that King Mordred of Etruria wanted the Tactician alive because of his assistance in revealing the location of the Shrine of Seals to Etruria, and that King Desmond of Bern wanted the Tactician dead for the same reason (and also for foiling his plot to steal the Fire Emblem and have Zephiel killed).

[Etrurian emperor]

Its more of a headcanon for Lucius but I believe Narcian is the Bernese soldier who impaled Lucius. I don't think that was the intention when they wrote the orphans telling about the dead of their father but after Blazing sword we know both Lucius and Narcian were there at the time and Lucius deserves better then to be done in by a mere mook.