Well Ep 2 shows us that anyone could bring six people to a certain location and kill them off.
Ep. 2 showed us a glimpse where Krauss, Natsuhi, Rudolf, Kyrie, Eva, Hideyoshi, and Rosa were all agreeing that Beatrice was real at the sanctuary late that night.
The next day, Rosa was the only one that lived while the others were mutilated at the sanctuary. Yet she says that "she's never been there."
How convenient???
Beatrice is a witch that is used to signify the supernatural. If it is difficult to explain, the easy answer is that a witch named Beatrice did it. It is Battler(your) job to prove otherwise.
Ever notice how everything supernatural (i.e. Kanon's sword, Shannon's shield, the battles with goat-headed butlers, overly moe~ humanized rods, etc.) all happen when
it isn't witnessed by Battler?
Lamdadelta also gave us a hint: "Beatrice overdo these things too much that it's too easy to tell it isn't right."
Much like Higurashi: don't believe what you are seeing...instead analyze what is occurring and rationalize and you begin to see things more clearly.
I'm also beginning to think that when Rosa and Maria were the final two running away from Rokkenjima, the butterflies could be fire. Rosa battling against those goat-headed butlers also seem strange...they don't die when she shoots them in the body, but they die when their heads are. Could they be some sort of military guys wearing bullet-proof vests???