You sure you want to listen, because also a part of me really can't remember the Red Truths from later games so I was just going to play based on what I learn as I go. And I'm sure that there's a lot of details that you guys know that would put my theories to shame. Not that my theories will even be that good or are that concrete.
[spoiler]I still am up on the wall about who I want to believe more that could do this. Still, I have to like someone for it and the more I think on who has the most to gain by killing everyone, Jessica is the one that comes to mind the most. She detests the family. Everyone from the head to her own parents and she's the only one with no real way "out".
I also do not believe that these crimes could be committed with only one person. I also believe that there are some mechanical traps involved and set up. Jessica and Kanon seems easy to pick if I'm going with Jessica, but Kanon's death was very clear. He died, no secrets. Even as Nanjo tried to save him. I do feel a servant HAS to be involved. For example, if I go with the mechanical traps theory, the servants were the ones who "prepared the rooms." Eva&Hideyoshi's room could very easily have had mechanical traps set up in this way.
Possibilities that have crossed my mind for various details:
- Maria could easily be confused by some kind of costume or suggestion. If I go with the Jessica/servant theory, they could have been working on her for quite some time. It could have even started as some early joke that Jessica and servant teased her with, especially if the servant is the joking Kumasawa. The young, innocent Maria could have seen Jessica/servant wearing something weird when she was young and the lie about them being Beatrice began. And could have easily continued.
- Door scratches. The last scene we see Shannon in, she is doing her rounds throughout the mansion. What if she were attacked and the claw marks are her trying to open and get inside that room?
Now we get to the closed rooms:
We had the locked shed, Eva's room, and Nanjo's study.
Nanjo's study:
At the end of the game, there is one call that is able to come into Nanjo's study. This phone might be the only one working the entire time from the beginning. I don't know how this detail figures in, but I don't think that it's something that should be ignored. Someone could call from the parlor into the study.
One of the possibilites was mentioned by Battler. Nanjo could easily have been pushed out the window, the window was locked, the culprit then hid until the receipt was removed. Not all of the servants can be accounted for at this time, but I did not record who was where at this time. Flaw in my notes

so I could be wrong.
Other possibility: I do remember there being a Red Truth about there being no other "exit". I can't see Nanjo 'hiding' for any particular reason. As Eva said, the though of Nanjo hiding under a bed is laughable. But, we are only trying to give him a place to hide until the receipt is removed. What if there's a secret compartment in the room? Not necessarily an exit of any sort, but a closet sort of thing. Hell, this is Nanjo we are talking about - it could be a room where he has a bunch of magic circles painted or something. He could be busy in there. Left and missed the two siblings, and then received some kind of phone call the lured him out of the room. If a servant were involved, I'm sure they'd know SOMETHING to remove him from in there.
The Shed:
easily could be figured out if I'm placing a servant as a culprit.
Eva's Room/Killings:
Mechanical contraptions are the easiest theory. Prepared by the servants.
If we don't want that, could there be another entrance into this particular room? (I do not know if there were ever a Red Truth stated about this one.)
The symbol suddenly appearing there - I'm believing a servant is a culprit. Kumasawa was in the kitchen, accompanied by a Nanjo studying a chessboard. Not the best air-tight alibi in the world, particularly if she's going back and forth collecting ingredients. Kanon ran to get the pliers, he's absolved, unless we are doubting everyone that Battler has not seen. But then, EVERYTHING is suspect in that case and I have nothing to theorize on since Battler was not there to see Nanjo being with Kumasawa or Genji with Kanon.
Natsuhi's death:
This gone has been modified. It's suspect. I dunno if you can modify a gun to kill the shooter. ^_^; I doubt it, but, you never know. Then there's the fact that it could be a mechanical contraption of some sort. Of course, there's the fact that the kids only heard a single shot. They could just not have heard a second shot. Or the culprit used a silencer. It... could even have been a ricochet shot (OMG SHE SHOT HER EYE OUT <--- Christmas Story jumps to mind for some odd reason). Of course, how thick was the door they were trying to bang open, how loud were they trying to break it, and how aware were they really of a second shot? They could have missed Natsuhi firing her gun and it was the culprit's gun they heard going off.
Errr, did I miss anything else that I should theorize. ^_^; I'm not very good at this, at all. [/spoiler]