I love villains <3
Almost all my characters are villains >.>

you'll do fine sheepy!

Depends. Do you want to go for understandable evil or flat out monstrous villainy?

either or is good
I usually make understandable ones myself.

All right, I can work with that. Do you have overview pieces of your canons or is it sprinkled out over the pics?

Here some villains concepts some my villain ideas was inspired by your Xero Chronicles concept. And some of them are really villains but just alternative versions of them:
1.This villain is Princess Peach and King Bowser fuse together to form a entire new being, that completely Bowser nor Peach. This take in an alternative universe of the Mario Universe where Bowser is finally sick of kidnapping Princess Peach and then getting defeated by Mario. So Bowser decided to try something different like trying to use a magic spell to make Peach falls in love with Bowser so search deep in his castle in a chamber where lost and forbidden spells and magic are hid. And despite the warnings from his advisers about using forbidden spells Bowser search anyway and in the chamber Bowser found a tome with a spell that said to bound any individual to the caster forever so Bowser decided to use this spell so Bowser once again kidnap Princess Peach but this time he will use a spell to make her falls in love with him. So Bowser is setting the ritual for the spell by making two ritual circles(one around Bowser and one around Peach) then he is done setting up the ritual Bowser then active the spell but the didn't goes as Bowser expected to the circles are pulling themselves together into one circle and pulling both Bowser and Peach in the circle. Where the circles merge into one circle the spell starting to pull Bowser and Peach together Bowser try to escape the ritual circle but he couldn't escape it and when Bowser's and Peach's bodies touch they started merging to together then a explosion happen(which completely destroy the tome with the ritual spell along knowledge of it's spell) and when smoke clear there stand a entirely new entity that is neither Bowser nor Peach.
Sex: female or She-male
Personality/Bio: She have bit and pieces of both Bowser's and Peach's personality, like she have the strength and determination of Bowser's but she have Peach's love for Mario. Because of Peach's of Mario combined with Bowser's determination she have a deep fixation for Mario and determine to make Mario her husband. And since both King Bowser and Princess Peach is one being so technically both Kingdom is under her rule but it is okay she is a fair and kind ruler, a little more gentle then Bowser when he was ruling but rougher then Peach.
Quirks: She don't like wearing clothes so she goes around in the nude, She have a hobby of building traps(a habit from Bowser), Being completely unaware of the fact that Mario doesn't love her the same she does for him she still will try to make him his husband.
Likes: Mario, Working in her royal gym, Morning nude walks through her castle, Princess Daisy(they're still close friends after the "merging incident" she even try to help her getting together with Mario).
Dislikes:Clothes, Seeing people being mean to her subjects, being cold, Mario being in danger.
Name: you can think up a name for her.
Idea inspired by: this and this.
2.This idea was kinda inspired by your Xero Chronicles concept and the Bootstrap Paradox concept from Doctor Who. This is my alternative take on the Shroob Princess from the Mario & Luigi: Partners in Time game and this version of her doesn't have a elder sister. In an alternative universe of the Mario Universe Princess found her kingdom being attack by invaders from space the invaders manage to take over the Mushroom Kingdom. They took Peach to their leader, Princess/Queen Shroob, and Peach now is in her presence can see the Shroob Princess have a huge penis and balls. Then the well-endowed shroob princess look-over Peach and after doing that she active a machine that open a portal and before throwing her in the shroob princess tells her that she must claim their kingdom and toss her in. While travelling through the portal its was mutanting her as it turns her skin purple and replacing her pussy with a huge peins & balls then her forming a shape of a purple shroob. Then appear on somekind of purple planet she wasn't Peach anymore looks exactly the Shroob Princess with big penis & balls and all and her memories is warp but after years on the planet the Shroob Princess found a way create shroob subjects of her own by using her own DNA to make shroob troops/childrens of her own. After years of ruling over her planet with her shroob subjects she decided to expands her reign throughout the rest of the galaxy and eventually the Mushroom Kingdom(which started the event in the first place). Its turns that Princess Peach is the shroob Princess from the future and the Shroob Princess took over the Mushroom Kingdom and throw Princess Peach into the past for the Princess Shroob insure her existence because if Princess Peach doesn't becomes her the Shroob Princess won't exist. And here a ref sheet of she-male Princess Shroob here.

I forgot to mention that she-male Shroob Princess looks like from the ref pic but she doesn't have a pussy and I will post some more ideas and concepts that you can use later.

Here another villain idea.:
3.How about a computer virus that is infuse with demonic magic and escape the cyber-world into the real world (the idea is inspired by Sonicality's character, Thorn, here and here). Somewhere deep in abandon and nearly destroy lab in a computer was a computer virus and what also is kept here was dangerous magical artifacts. And one of the magical artifact that was made from demonic magic got near to the computer with the virus and infecting it with it's magic demonic magic has made the computer virus sentient and self-aware and over time it grew a body. And eventually the virus escape his cyber prison into the real world and upon arriving there he found that his body have gain two additions to his body, a huge organ that his crotch with a huge sack hanging beneath it and a hole in his rear between his butt-cheeks(which are actually a huge penis with balls and anus but is unaware of what they're all he knows that its feels good when play with them), with no ideas what these additions on his body the virus explore the damage lab and eventually found the exit. Now free the virus to explore the outside world the virus is driven by his instinct to infect others programs but in the real world there are no programs to infect but the virus see the inhabitants of the physical world as programs to infect and he discovers that he can use that organ(which is his penis) to infect others, which turning them into complete exact copies of himself(like this) that can also infects others. The virus have a muscular and demonic appearance and he don't wear any clothes due to him never understanding the sense of them so he is always naked. Well, thats it for now but I will post some more ideas and concepts later.

There some more villain characters ideas:
4.This character isn't really a villain she is more of a antihero. How about a demoness that is a warrior nun and yes you read that right a female demon that is a nun(idea inspired by this). In a alternative universe where there is a war between Heaven and Hell and after thousands of centuries Heaven was getting the upper hand so Hell need a edge so the Devil look upon a place of mortals that is call Earth to see and take the ideas of the mortals to use in the war. The Devil finds the idea of using science to build machines and weapons to he order his demonic legion of demons to use the mortal's concept of science and combine it with their demonic magic to form their own advance technology and weapons. Over time Hell's entire culture now mostly revolve around building demonic technology and Hell is a hellish technology advanced place(kinda like the Hell from the Doom's series) and Hell now advance technology and weapons use to against Heaven, like a portal grapple-gun that can rips to dimensions to pull Angels all away from Heaven back to Hell or the Demonizer, a weapon that can turns Angels into huge mindless demons. Now with both evenly match but Hell have a demonic atom bomb/nuke that could destroy both side and they use it in the final battle between God of Heaven and the Devil of Hell which it destroy both God and the Devil and it also destroy Heaven too but it destroy all the Angels that survive the explosion and they now are scattered throughout Hell. And the explosion also turns Hell into a apocalypse-like wasteland and after few thousands of centuries Hell's technology have become relic of the past that scattered throughout Hell and throughout the centuries after the war any knowledge of the existence of God and the Devil have completely fade from existence and forgotten by both side and nobody truly know turn Hell into a wasteland. Now with the backstory of the universe out of the way we can move on to the character. Centuries after the "Forgotten war" here was a young female demon that constantly need to fight to survive the Hell wasteland her life was full of constant pain and she feel her life have no purpose but one day in a abandon temple she tumble across a strange book with a cross on it and even though it burn her a little bit when touch it but she still read it. After reading about all of the wonderful that is in it like there is a powerful loving that if you repent for your sins you will rewarded to go to a place of never-ending paradise. Even though the book was mostly destroy she took what she can get from the book and since there was holes and missing pages of important information she decided to fills the missing blanks herself now she see this as her duty to spread the holy words across Hell and over time using the book she build herself a religion that gains many followers and after awhile from one of pictures of a nun from the book she make her demonic version of a nun outfit(which is really jus a hood for her head and finger-less gloves and bottomless stockings) and now calling herself "mother". She now travel across Hell to spread the holy word and as do it she also punish evildoers and injustices with her whip and sword that a holy cross(that burn her she see it as herself repenting for her sins) that can also transform into a plasma ray-ray(it is a demonic weapon of the past that she found in a ruin) and her religion is revolve around sex and orgies and everybody is welcome to join whether it a Demon or Angel(the holy word have taught her to be openly to everyone. And incase you didn't know the book is a mostly destroy Bible that somehow survive the destruction of Heaven and winded up in Hell. Well, that it for now I will post some more ideas/concepts later like on involves a spaceship.

i got a fun villain that makes things ever so much more fluffy x3

Coming up with villains that have a 'good' feel over them is always difficult. Since it's very easy that you give them some quality that's over the top, or they come out too... silly. As I generally prefer villains that have at least a somewhat good reason for why they're 'evil' so to speak. But wouldn't mind pitching some ideas back and forth, see if I can help out a little ^^