My theory is, Doha is a player, who doesn't know he's a player. What I mean is that Dreadful Night is a game where NPC Bada has knowledge of the game and only when interacting with him can the player advance through the game.
Think about it, since Doha is the only one able (to our knowledge) capable of killing the killer, he is the player. But why can't he remember anything before Bada told him that they are inside a game and all of that?
Is like, imagine your life is a game, you go through it and eventually die, knowing nothing, thinking is real. Because you didn't interact with the right NPC, who knew the truth about the game, who knew the objectives of the game and who knew the save points.
So there's an infinite loop where you always die without knowing because that's the true background of Dreadful Night. The NPC can't solve the game, they must give you the info so you, the player, can finish the game.
Now I can't help thinking back to chapter 1, the man reading the letter...I think that the man is Shinpei, the letter is from Satoko and my theory is that she couldn't be with him in the end.
The letter says "Women are property and are exchanged like objects or gifts", that can mean she went back to her family with Shinpei but her father didn't accept it and married her off to a powerful family, maybe along the lines that that family helped the Kirigaya household look for her so he promised her in marriage to someone of that family. Maybe.
Then it says "I fell in love with someone I shouldn't have". She loved Shinpei to the the very end, married to someone else, and then she died.
Or maybe we'll get surprised with a big plot twist ╮( ̄▽ ̄)╭











HOMEN! ALL PRAISE HOMEN!!!