I did a bit of research into the game after being confused about the whole "sheep" thing at the beginning - I've actually watched an entire playthrough of the game now xD
There are a few characters that the mafia could be; shadow of vincent is one of the main "killer" enemies that attacks vincent during a nightmare- there are a number of these, including catherine herself and a massive robot-baby thing. But there is a guy called "Boss" who is responsible for the nightmares themselves- so it's definitely possible that he's a member of the mafia- there's also a "voice" called Asteroth (I think?) but that might be the flavour text.
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~~~~ Mario Kart 8 drove far past my expectations! Never again will I doubt the wheels of a Monster Franchise! :0 ~~~~
