5. Red light gizmos.
Two cute little gadgets lie on the floor behind the Engy, each with a single bright red light. They have a very functional look to them, more so than you'd expect from generic gadgety junk Valve might knock up to make a workshop look busy. But they're the most mysterious clue: they could be anything from mini-turrets to shoulder-mounted laser cannons for a deathbot. All we have to go on is their shape: one is rounded at the top and has a vertical slot in its base, as if it affixes to something. The other looks more boxy, but it may just be the same device in front of, you know, a box. Could they be bolt-on upgrades you can customise your Sentry with? Red lights often denote targetting lasers: a Sentry range booster?
The cynic in me suspects we're not going to see a full blown ambulatory robot - it would be a massive amount of work both in terms of assets, interface and design additions to do it well. Without that theme to tie all these robotic components together, their function becomes all the more mysterious. But again, this is my favourite bit. Follow the Steam forum thread for people's craziest theories, brilliantly deceiving fake update pages, and often some genuinely good tips.