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1) Is there any reason we should assume that one of the twins dies before the police rescue K1 and "Shion"? What if they are both alive at that point?
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There is a reason - the body of one of the twins was found in the well. I really don't see how they can both be alive, then one fo them taken out on a stretcher and then somehow a body ends up in the well (around which they were probably many policemen). Of course, Ooishi could by lying about the body being found in the well but it makes sense that Shion would kill Mion, if for nothing else than to get rid of a witness of her crimes.