So I know a lot of people have already said that Uldren is not Caydes son, but I have a theory. So, in his journal he said that his wife was his queen. When talking about Queen Mara he says "The Queen of hearts is just a girl I met." By Queen of hearts he could have meant the queen of his heart. When he left his family to become an exo (And after) his wife and son may have gone somewhere. Light and dark might have merged there, thus making them awoken and the dreaming city was made there. Mara and Ace (Uldren) may not have remembered what happened before and agreed they were twins (because they are related) and came up with a backstory. That's the end of my theory!
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Ace is his gun. We don't know for certain who he's referring to. He said it himself he made it up & forced himself to believe so he had a reason to go on.