Ah well this is easy as easy can get to prove. But before I get into it. SPOILERS BELOW! I shouldn't have to say that but hey never can be too careful.
Pay attention to only the lyrics I highlight.
Maybe red like roses?
Maybe it's the pool of blood
The innocents will lay in
When in the end you've failed to save them?
Their dying eyes
Are wide and white like snow
And now they know
The cost of trusting you's obliteration
Mirrors will shatter
Crushed by the weight of the world
The pillars collapse in shame
There'll be no rest
There'll be no love
There'll be no hero in the end
Who will rise above
And when it ends
The good will crawl
The shining light will sink in darkness
Victory for hate incarnate
Misery and pain for all
When it falls
Ah let's start with the first set shall we.
Maybe it's Red like Roses the signifies Ruby's role later on in Volume 3 but that is not necessary to know at this point.
What we need to know about is maybe it's a pool of blood that the innocents will lay in. Ok as we know there were two important innocent characters killed by Cinder. Penny and Pyrrha.
( At first I thought this was about Cinder's faction that they would lose their lives but the only one that did was Roman and he wasn't even really apart of it.)
Penny was the embodiment of innocence. She symbolized what in volume 2 opening referred to as In time to say goodbye to the Innocence of youth. We know Penny was made relatively recently in the series. She would have more knowledge given to her if she wasn't.
So there is one death. And the death that hit home for a lot people. Pyrrha's. As we all know she died directly at Cinder's hand. But we have to go back farther to explain it.
We know the Ozpin was trying to get Pyrrha to become the fall maiden. So where does this come in? Well in the lines in Volume 3 opening Their dying eyes Are wide and white like snow And now they know The cost of trusting you's obliteration. It tells of Pyrrha's trust being the end of her. That her trusting Ozpin caused her downfall.
She was Obliterated and for awhile it looked like she had a fighting chance in reality she never had one without the Fall maiden power.(at least half of it....Which when she faced Cinder would have still gotten beat. As Cinder has more power than Pyrrha before Cinder even stole half of the maidens power.)
Mirrors will shatter
Crushed by the weight of the world
The pillars collapse in shame
There'll be no rest
There'll be no love
There'll be no hero in the end
Who will rise above
Ah now this is fun to tell you right here. These two sets of Lyrics refer to the lose of Beacon and tells us that now hero will save the day here. That school life as they knew it, Yeah that is not a thing anymore.
Well I hope you guys liked the RWBY Theory.