The "whose mind" question isn't hard to answer if you're meta/analytical. The insanity part comes from just letting your easy question-answering faculties spin around in loops.
Gremory is probably at the high end of sanity for the Host in general, but only in subjective terms. Most Fallen are "well-adjusted" but also criminally insane. Gremory is sane, but "unbalanced" by peer standards, or even by human standards. Her desire to essentially sacrifice her identity in favor of someone else's would be considered insane by plenty of people, even if they accepted it was a possibility in the first place. Even if you're a convicted murderer and you want to donate your heart to a nun, medical ethics says no, as long as you're still healthy yourself. And if you take drastic measures, they'll probably shrug and use the heart, but say you were insane for doing it.
Most of my better cliffhangers have been from reaching a point where I wasn't sure where to go next, and rather than deciding, just clicking "Submit" and brooding on it.