I'm going to jump of a limb here and say that Oishi-san the cop is somehow involved. I'll explain why. So far, he is the only person that hasn't had a signficant character change. He remains the some cop that he was in the first arc. Some one suggested the fact the he never tries to hide his conversations with Keichi either. I think he is using Keichi in some way or another.
Next thing I notice is that Rika and Mion seem to care greatly about Keichi (yes, even though there is alot of speculation between Shion and Mion, the only anger I have seen from Mion is jealousy, I don't think she hates her sister) so I don't see her deliberatly trying to lure Keichi into a death trap. Shion on the other hand, doesn't know Keichi very well at all, and seem to play around him just for kicks, or to make her sister jealous. Nothing wrong with that, I do that to my twin brother
. But she would be much more likely to do something right now than would Mion (although honestly, I think both are innocent, Shion seemed somewhat afraid about being 'demoned away' on that phone call).
So in regards to the opening scene, and this speculation since I don't know what will happen in the next episode, but if Keichi and Shion were to be 'demoned away', or perhaps killed, and then if Rika-chan killed herself in front Mion, then I think that would have a psycological affect on Mion (who has been demonstarted as having a weaker personality that she puts on, losing say 3-4 people she loves or cares about would be difficult to anyone) and send her into insanity (thus the scary laugh at the beginning). I don't know, but there could be so much deception in that first scene that it's hard not to speculate what could've really happened. All though there is a large emphasis on Mion and Shion and there behavior through out the episodes, I just can't imagine either being guilty just yet.