Maybe he regretted it and fought with the kidnapper
He WAS one of the kidnappers but played with her mind who was already in a fragile state from seeing her brother die to manipulate her to be compliant. That's why she said "he died while mysteriously getting rid of one of the kidnappers". He didn't, he was the kidnapper who died (probably because of the police). She was in denial that someone who was hired as her bodyguard would kidnap her and kill her borther so her mind got twisted and in the end, it made her insane.
I thought that too, it was difficult to make a theory over something we are seeing (reading) and then the character claims otherwise, she talks about the "love" of somebody who sold her to wolfs for money... well we get to know where that insanity comes from ╮(￣▽￣)╭
*wolves
So this korean guy Jinho (I think) she said is the one who saved her (and died) but we saw him talking with the kidnapper (the one that killed the young hostage) so... ??????