Umbriel

If she is a goddess of magic, can she grant the gift of magic to Alice? Or the other humans in the world?

Hagoromo Clan? Sounds artistic.

Shinobi and Demon

If she has the powers of Mystique from the X-Men then she can become a Futa!

What will be the next world after danmachi?

Yes!

Are you planning on getting Parahumans characters? They have a lot of exotic powers.

Author... don't forget to take your daily dose of Rad-X, it's for your own good!

Is White Diamond, with her cosmic consciousness, aware of all this? of this Off-Colors conspiracy and such?

When the devils start getting involved, take Fairy Tail model Mirajane Strauss. Her 'Take Over' magic allows her to steal souls from demons and use their powers.