Paradox is one of the 13 fragments of Meta, the denizen deity. It's the opposite sibling of Hourglass and he represents change and chaos.
Supposedly any affected by Paradox's will turn to stone for some reason, presumably due to the story line being rewritten.
Paradox can be seen on the chess board as a mechanism of the game and universe, he creates change on the playing field and isn't a player, unlike Vortex and Ember.
Paradox is said to be helping Vortex keep the whole case of 13Xs unknown, however he is mostly out for himself cashing in on confusion. His color is gray on the puzzle piece, and on the corners drawing, is represented by the omega symbol.
Paradox is currently deceased due to Ember's death, along with Hourglass and Vortex. Paradox's dead body is at autumn twilight, floating over the big purple portal in the form of a cloud along with Hourglass.