I don't think Rosa and Genji are working together. If they were, why would she hamstring him by keeping all the keys? Why not secretly pass him a key?
I think the scene leading up to dead-Kanon's attack consisted of Shannon & Genji revealing that they hadn't seen Kinzo, and Rosa must have been lying when she backed them up. Kumasawa explained how she and Jessica had planned the Halloween party. They decided Rosa was the killer, and concocted the ruse of dead Kanon to confuse or worry Rosa. Maybe they'd even found his body in the meantime.
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