My understanding is that at the beginning, the male protagonist took the initiative to enter the human world (when the green rope was woven in the title), but got lost in the middle and forgot that he came from outside the human world (story 1 and story 2 and most of story 3) ). Finally, he was reminded by Hope and realized that he had to untie the green rope and return to his original world (untie the green rope).
It can be seen from the end of the film that the world of Melissa and the little girl does not depend on the existence of the male protagonist. Compared with the male protagonist, they just have a deeper Marigpa.
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