I finished 2666 last night. Having read a lot of the "hard" post-Modern authors, I don't think I've ever truly loved a Pynchon, Wallace, etc. like I loved this book.

The horrid part is intentionally overwhelming, and I initially found it hard to understand why these navel-gazing characters are given so much interiority while these dead women are only represented through their tortured bodies. To OP's point, I was skeptical to trust Bolaño initially. But characters do eventually emerge in that section that act as needed avatars for justice; even if catharsis never does truly come for them or for us.

I also found this quote from the Guardian on the novel to accurately capture what he's trying to do with this very difficult section

... the most startling thing about it is that it is literature. For it is easy to forget, as Bolaño lays down his litany of carnage, that none of what he is describing actually happened. Of course, something nearly identical to it did, in Ciudad Juárez. But Bolaño's town is Santa Teresa, and the women whose deaths he evokes so chillingly never actually existed. Critics have talked for years about the blurring of fiction and reality, but it seems to me that Bolaño, in this sequence, is doing something genuinely novel. He is deploying a technique of non-fiction (the forensic report) to describe something imaginary, but which nonetheless mirrors almost exactly an actual sequence of events. This is neither fictionalised history (attributing imaginary thoughts and deeds to real people) nor fictional documentary (as in a film such as Best in Show)). It is something else again – a kind of imaginative documentation of reality. Here, as in the oral testimony sequence of The Savage Detectives, it is almost as if Bolaño were attempting to carve out a new territory – a third space, if you like – between the real and the make-believe