My Theories:
::::::::::::Spoilers:::::::::::::::: Not that anyone cares.
Nomad and Psycho: No idea, might be dead but also might be around the world on different missions against the Ceph since they are all over the place. But they are probably dead from the same virus as they had tons of contact with alien tissue like Prophet and they didn't have the antivirus programs the Nanosuit 2 did, or at least not as good.
Origin of Ceph: ONE idea: They arrived on earth 2 million years ago (reference to Crysis 1). They might've come in too fast due to gravity or something (seeing as they prefer zero-g they will have much lower gravity on their world) and went into a dormant lockdown to survive the impact. When the humans activated the ship on Lingshan, it sent out a message to the others saying that the meteor is gone and that it's "safe" to wake up. There was a whole crashed-landing-woke-them-up-now-sending-beacon dialogue in the first game. In that case, there must have been water on their home planet (Greaves says they are definitely evolved from aquatic animals and whos to say they don't have similar animals on that planet?) and evolved there. Then they thought of expansion and flew out to conquer new planets. The blues possibly chose Earth as the first target and sent ships there, however maybe the reds were like us and sent one too (reference to the space race between Soviet Union and US). There might've been a chain reaction with the other races on the planet which cause the many ships now inside Earth. Notice that they definitely prefer water as on the map at the end the game it shows the Ceph civilizations are all near the water.
Edit: By MMAMickey
Hargreaves stated that they were here before us and that they evolved underwater. This is what we know. It's possible that they evolved on earth and went into hibernation for some reason. It's even implied with his 'behind the fridge' monologue. In fact, from what he said it could be interpreted that they evolved here and left Earth for some reason, to find that we had evolved and taken their place. This would explain the signal going into space in Crysis 1; calling back more Ceph.
Sgt. Arceon: I agree with this. It makes more sense if one follows Greave's logic, but the space theory could also be correct. It'd be nice if we got some real confirmation about all this.
"Squid": If you guys noticed the Ceph are not the giant robots, they are the jelly, the cephlopod, inside them, controlling the suits. The REAL Ceph is a squid looking being as you can clearly see in the first game. The Ceph's main solution to their physical weakness is to get in mecha suits like you saw in the first game and second.
Red vs Blue: Since they are an old civilization all around the world, they probably have different races and customs. We have different skin colors and customs, so why shouldn't they? The blues built their group off of their ship's mass freezing tech, so they use the ice and can fly around in very cold environments (I'm guessing all Cephs can do this , but not all of them have the tech to get it to be that cold). They also specially designed their bots to use antigrav systems ( maybe when they are close to their cold sphere). As for the mass invasion force you saw in the first game, they either turned around to try and expand their sphere's range or dived underwater, or in the case of they have a perfect antigrav system then they just sailed away to conquer other land.
The reds are another race, most likely, of Cephlopods. They didn't have the tech to make antigrav stuff, so they made the bipedal suits. But as far as I could tell, in C2 they still used ice projectiles and energy bombs. Only prob is that their tech (the guns) could only freeze a small portion of water, not an entire atmosphere. Also, while the blue Cephs use the little tube digger things in moderation, the reds civilization is based on it, thus the huge tube formation under Central Park.
No more EMP: In Crysis you used an EMP to screw up the comms and tech of some of the Ceph in the Reactor and to disable the shields for the ships. This doesn't work in Crysis 2 because the alien comms and tech is different.
The Virus: The alien tissue is obviously toxic, so once the Ceph learned they could use it against us, they created these spore releasers aka the tube thingies. However, since their tissue is the virus, once Alcatraz sent out the cure in the end the tissue was literally getting cured. Thus all the Ceph in that area died. This also shows why you lose energy very fast when grabbing a Ceph. The suit is fighting the spore as you grab it. I imagine this mass cure release will be of some use in the next game as well.
Well thank you for reading this to the end, hopefully it helps. Also, if you have any other questions or want to argue with some of my ideas, then feel free. This is how it made sense in my head, and, just like you, I want the real story.