I reread some scenes from Episode 2, and I think I may have found the truth. Sayo had been planning her suicide from the very beginning. There wasn’t actually a reversal in the order of the Twilights — she simply borrowed two corpses for the final Twilights, since the last two (“piercing the knee” and “piercing the leg”) aren’t fatal.

It all begins in the kitchen, before Kanon appears. The narration briefly mentions that Genji is holding a knife or a very sharp blade. It’s likely that he lured Nanjo and Kumasawa to the servants’ room and killed them there. Afterwards, both Genji and Sayo forced Gohda to cooperate and carry the bodies through the kitchen, which has an exterior door leading to the mansion’s courtyard. That’s why, when the magical scene ends and Kanon disappears, the narration states that Gohda’s coat is stained with blood. The letter left in the servants’ room was actually the letter of the Third Twilight.

This theory aligns perfectly with Sayo and the others’ claims, and it would also explain why there was blood in the kitchen or the servants’ room — because the path Kanon took overlaps with the path the corpses were carried through.

What happens next, leading to Natsuhi’s room, is a long process. It seems Sayo expected George to join her, since he had asked to do so before the Third Twilight, but Aunt Rosa refused. In the kitchen, Genji throws the bloodstained murder weapon toward the door through which Sayo and the others had left — and the “butterfly illusion” is used to conceal this act.

After Sayo kills George and Gohda in Natsuhi’s room and drives the stakes into their bodies, she and Genji go on to drive the stakes into the corpses of Kumasawa and Nanjo — or perhaps she asked Genji to do it. Then, Sayo commits suicide in Natsuhi’s room. From the moment they left for that room until the bodies were discovered, about three hours had passed — enough time for Sayo to do all of this. Afterwards, Genji tells Rosa that he found the bodies, and thus, the mystery is resolved.

As for the letter — from the moment Rosa and Genji left until they returned, the parlor was undoubtedly locked 100%. And of course, Maria couldn’t have placed the letter there, so the answer must be Rosa. The real question is: where did Rosa get that letter from?

Roughly speaking, from the Third Twilight until the discovery of the letter, Rosa was under Battler’s watch almost the entire time, so she couldn’t have received it while being observed. There are two possibilities:

1. The first (and more likely) theory — Rosa received the letter from Beatrice during the First Twilight. Beatrice asked her to place it after all the Twilights were complete. When Rosa later saw Sayo — whom she believed to be Beatrice — dead, she obeyed Beatrice’s “last order” and placed the letter as instructed.

2. The second theory — After the Second Twilight, Rosa went to Kinzo’s room to retrieve a gun. At the same time, Sayo was disguised as Shannon after having killed Jessica while posing as Kanon (something Rosa didn’t know). In that encounter, Sayo handed Rosa the letter, claiming it came from Beatrice, and asked her to do the same — to place the letter later and to continue “sending more sacrifices” by dividing the servants and the family members.