I greatly prefer episode 2 over ep1 actually. The only thing I found a bit flawed, that no one really presses Maria that she might be lying about whom she got the letter, yet she still cries at the portrait. In the VN they kept asking her for like 5-10 minutes where she had to keep insisting that she got it from Beatrice, but here I felt it like she is a bit too... "crybabyish" without a good reason (at least that's how I see it now).
The other odd thing was the scene where Krauss showed Natsuhi the gold bar. The transition between that scene and Rudolf's prediction about him dying was a bit too sudden. "I might die" => *lightning* => Krauss opening the door. They could have implemented that small part where Krauss says something like "Oh that gold isn't completely a myth".
Apart from those 2 really small things I really liked the episode, especially the second part. I actually felt goosebumps at the twilight part, even though it's hardly new.
Anyway the anime kinda shows it that Nanjo clearly isn't meticulous too much when he checks the corpses. It makes it all the more likely that he's somehow helping the perpetrator. Oh, and Battler haven't seen Shannon's corpse either, so I'm really hoping episode 5 will going to answer the Kanon=Shannon theory, as I had the impression that's like the only time where he might see the two together (obviously Shannon as a corpse though).
Summarily it was a better episode, I wish they will be consistent with that quality throughout the rest of the series.