First post on here but here's my theory; The Arsenic Sulfide Theory. This basically just backs up the Fire/Destruction theme, but here goes.
Cassandra is an anagram of 'sandaracs' sandarac is a type of resin extracted from Cypress trees. Following the theory of looking a Greek meaning, Sandrac was used to refer to Arsenic Sulfide, specifically, Tetraarsenic Tetrasulfide AKA Realgar.
Realgar is a toxic, red, crystal used to make fireworks, fitting the theme of fire and destruction and could explain "The Lights in the Sky"
11/6/2015 Looked over Euphemia closer. "The burning sky" could be the sky coated in a veil of fireworks, red ones, creating the illusion of fire. "Up in flames" normally refers to something being completely destroyed or dismissed, like a plan can go up in flames. Fireworks literally, go up in flames, explode then create the red firey illusion.
Just a theory. I'll look over some song lyrics to try to back this up. Watch this space.