WARNING: The reasoning presented in this article is almost entirely wrong and ill-founded. My annotations will explain.
The possibility of an implied sixth book has been brought to my attention [thanks, JBJ] and I'd like to outline the idea here:

WARNING: Spoilers for those who have not yet read the series

Severian's mausoleum contains his coat-of-arms: a coin, a ship, and a rose. In The Book of the New Sun we see the playing out of the coin: Severian is given the coin by Voldalus, and he calls attention to the fact that coins are used as symbols of entry into military service. In it's basic themes, the Book as a unit is concerned with military and political matters, particularly in contrast to Urth of the New Sun

[The coat of arms doesn't have a coin on it, it has a fountain, a ship and a rose. All three of these elements actually are significant for the first and second books: Severian brings the White Fountain, carries the Claw/thorn, and travels on a ship]
In Urth of the New Sun, Severian's tale begins on a ship, and the general themes are religious in nature. This is fitting with the image in Christian symbolism and iconography of the church as ship or ark, providing salvation from destructive floodwaters. (See Acts 27:30-37 and 1 Peter 3:20-21 for the traditional basis for the image). The flood at the end of Urth also fits with this.

The remaining symbol is a rose, and thus another book (or series of books!) is implied. What would the theme of this book be? I am not immediately familiar with any internal evidence that would point in this direction, but traditional associations for roses indicate love as major theme of this hypothetical work. Severian's relationships with women are varied and complex throughout the series, but he never seems to be able to enjoy long-term, self-giving love. "All men are torturers," Severian says, and it would take a third book to resolve this tension in his life.

[This is all still true about Severian, however. We'll have to wait and see if Severian finds "true love" in the Long Sun sequel]

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