RK07 stated a lot of hints about the story in his last interview with Keya. He also said the manga version of the later chapters would probably have more clues as to what actually happened.
Some other things.
Rosa most certainly checked the door before going in. Remember, she goes to the trouble of getting the key and opening the door. She also had no need to lie about meeting Kinzo either, that is if she wasnt trying to hide something. The problem I have with Rosa in here is that it doesn't feel like she's covering for Shkanon. She even goes and fingers Kanon as being the most likely culprit in Jessica's murder and ostracizes the rest of the servants because she quite logically suspects something wrong with them. Well it could all be a some sort of eleventh dimensional chess thing going on to trick Battler
