Ao - his mind now in that doll
Fū - his mind now in Ao's body
Danzo wants to have Ao's eye , so Fū will have to cut Ao's head off and take it later ( it appears Ao got a security system if someone tries to take his eye ,hehe )
It wasn't that hard. Ao was talking when there were thinking bubbles because he didn't have a mouth to talk through since his body was taken over by Fu. And Fu was talking when it looked like Ao's body was actually speaking and not with a thinking bubble.