So i finally got round to watching COLORFUL STAGE! The Movie. But given I haven't played the mobile game, or any Vocaloid games prior, it was lacking a lot of context I imagine the movie expected its audience to be familiar with.
Like, what is a "SEKAI"? I imagine it's like a digital limbo. The characters speak as if they are made from emotions or something and the way the main cast seem to know Miku... or some sort of version of her, prior to the one who can't sing, does that mean Miku is both an icon in their world and... some sort of digimon? It wasn't until the black swarming stuff that there was more than one "SEKAI" and seem to each have their own versions of Vocaloids like Miku. Does that mean various groups around Tokyo have Sekai?
In fact, this brings up my main question about Hatsune Miku. What exactly is she? I mean, I get it, "VOCALOID" is a voice-synth music program and Hatsune Miku is an anime personification of that program. But she seem to have some sort of extended lore around her which I don't understand. Is she something like a cyberspace being? Like a Digimon or TRON? Is she a cyborg?
Also, is Miku and Teto like Bugs Bunny and Daffy Duck?
A SEKAI is a mysterious, alternate dimension born from the strong, true emotions of people.
There are many SEKAI so there are many Miku too in this game, not just one. Hundreds of Miku with each own personality living in different SEKAI so they almost never meet each others (but aware that they're not the only one).

So yes, a cyberspace being is more likely.
You can say Miku in SEGAVERSE / COLORFUL STAGE! universe is different than she is in CRYPTON FUTUREVERSE / VOCALOID universe.
And no, she isn't a cyborg. She doesn't have a real body since she's just a cyberspace being.

I'm afraid I don't get the Bugs Bunny and Daffy Duck analogy.
There's no Teto in COLORFUL STAGE! universe.