Not DnD, Part 2 (Patreon)
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It's all a trick! The skeletons have a the wheel and they're driving the world! At least according to Max, a savior of dubious intent and largely unclear motives. Double-crossing or tricking player characters can be very delicate, especially if it's the premise for an entire game. You need a couple of factors to coincide. First, the players must have some agency, and this has two prongs to it:
If your players are passive and lack agency in general, they'll do whatever you tell them to, and no trick or double-cross will ever feel earned or valid. You can't get fancy with players who don't ask questions. However, with players who do take their own actions, you need to let them feel like they have options and that they're making a choice. Had I run this game, I'd have to assume that the players might kill Max outright and then be left with a ton of questions, at which point they'd go back to town and be gaslit by the Guild and everyone they know about what happened. Of course in this version, they follow Max. Both possibilities are interesting, but they lead to different stories.
Second, for players to appreciate a double-cross or trick, they need to be invested in the whole thing on some level. The same rule applies to audiences hearing a story. Ergo, the reveal that everything is fake coming at the start of this story is fairly cheap. We don't know anything about the setting so whether or not the skeletons are a fakery is immaterial. What'll matter is whether what comes after is all sincere.
As one minor note, Max jumping out of the way of Elvis's attack, which it later turns out is extremely destructive, may seem like a bit of GM fiat, but in the Hero system it's pretty simple. Characters can abort their turn to "dive for cover", meaning they can leap out of the way of an incoming attack instead of trusting "to hit" rolls. Doing this sacrifices their turn, and they need to pass a simple Dex roll, but so long as only one character is doing the attacking, an NPC can delay and parlay for at least as long as it takes them to fail a Dex roll. It comes in handy for players, too, when they're on the rim of an explosion or want to avoid some big haymaker without betting on their evasion alone. But if two characters attack at the same time, you can only dive for cover once, meaning the second player will get the NPC - it's almost democratic.