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There's a big problem with KnM's theory as far as Episode 4 goes.
In the ostensible solution, the six people killed at the first twilight would have been dead 90 minutes by the time Battler found them. The bodies would be long cold by then, and any blood would have dried to a dark red.
It can't have been more than 10 minutes since he spoke with "Beatrice" outside. During that time, Rosa would have had to change out of her Beatrice costume, hide it, and kill herself. When Battler found her, the body would still be warm, the blood would still be bright red and mostly liquid.
My big problem with Umineko is that I don't know what I know. There's often a scene when the detective gets a preconception early, and reexamines it at the end and realizes there never was any evidence for the preconception, or perhaps that all the evidence was ultimately single-source; once the preconception is abandoned, another option might become available.
(For example, there have been a series of minor pranks; Character X mentions having learned who's behind them and is going to talk to the culprit and that the pranks will stop tonight. Instead, the pranks turn deadly with X being found dead at the site of the next prank. The protagonist implicitly assumes that the prankster is male for most of the book, but at the end thinks over the conversation and realizes that X never said the prankster was male, or used a male pronoun; the protagonist reexamines some female characters as suspects.)
The scene when Natsuhi meets Kinzo simply wouldn't have been allowed in most mysteries. Natsuhi talking with Kinzo didn't happen. Showing Natsuhi recounting the events afterwards would be fine; she did say those words, even if they were untrue.
In the latter case, when I start doubting that Kinzo is alive, I can reexamine my reasons for thinking he's alive ("I have only Natsuhi's word that she spoke with Kinzo."). If I do decided Natsuhi is lying, I can try to examine her reasons for lying. As Ryu did things, if I think a hypothesis may be completely wrong, I don't have any place to start.
Side comment: If Battler's sin refers to hurting Shannon, then it almost has to be Shannon as the mastermind. Otherwise, you have the problem of 1) the person must know that Shannon is hurt, 2) must think that Battler is bad for doing so, and 3) didn't encourage Shannon to act on her own. Shannon didn't even tell Jessica how she felt. George and Kyrie might have guessed that Shannon was hurt, and wouldn't have encouraged her, but why would they view that as a sin. If Rosa had somehow learned that Shannon was upset, why didn't Rosa say something like "No matter how he feels about you, teenage boys tend to dig in their heels rather than change their minds. You don't have to ask him to come back, just enter a conversation. Mention a book you've just read and ask whether he's picked up any new authors."
And how was she supposed to learn about Shannon? She was probably in her early-mid 20s at the time Shannon started as a servant, mid-late 20s when Battler stopped coming; she probably wasn't living on the island at that time. Why would Shannon confide in Rosa?
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