Ryan Murphy has admitted in an interview with EW that Dr. Thredson who we now know as Bloody Face picked out Lana Winters for a reason. So, what could that reason possibly be? Well I think it's pretty obvious. Lana is a writer and Dr. Thredson has a story. He seems to want to live forever - in infamy even. He seems to have it all thought out. Since we see him with Leo and Teresa maybe he got his wish?
If we take note of everything he has accomplished – is he even a therapist really? – we will see that he is very intelligent. He set up Kit Walker after getting Kit to trust him. He convinced Lana that he was there to save her. After killing Wendy, he went back to the scene of the crime and pointed out to the police that they may have the wrong man. All the while, making himself look like the best damn doctor in New England. But he never seems to talk about his past with patients. Has he ever had any patients? Maybe he's not the real Dr. Thredson...
According to the interview on EW, we should be worried about Lana because for the next few episodes she is in big trouble. The joke on the set between Murphy and Sarah has been, "Pray or Lana".Murphy also said in the same interview that there will be flashbacks and we will get to see how Dr. Thredson became Bloody Face. And yes, the devil knew what he was talking about when he said to Thredson that his mother didn't want him.
I'll update this thread as we learn more. So far, according to the interview Lana is still alive in episode nine so it should become very interesting.