The following describes the truth of what happened behind-the-scenes in Dawn of the Golden Witch.
Culprit: Erika Furudo.
Before the murders: Erika arrived on the island and met Maria in the garden. Sayo couldn't deliver the witch's letter to Maria. It is unknown if she still thought about her murder-suicide game. Everyone got annoyed by Erika's acts, and joined to play a murder prank against her.
The first twilight: Eva, Kyrie, Natsuhi, Rosa, Maria and Battler pretended to be dead. Erika, revengeful, turned the prank in reality, and killed all except Battler, whose room was simply sealed. She severed their heads with a knife, with her hands inside a trash bag to not dirty her clothes with blood, and left other trash bags in the crime scenes.
The other survivors were separated into two guestrooms.
The second twilight: Shannon jumped by the window of the guestroom, ran to the mansion and placed the letter outside. She followed Erika to the room where Battler's "corpse" was. While Erika was distracted by the bathroom's prank, Sayo, playing Kanon's role, let Battler out of the room and locked the door. Then, she hid in the closet. There, she "killed" Kanon's persona.
The credits show Battler "died on the first twilight." The truth behind this is unknown.
The rest is left unknown.
Extra: The reason why Battler handed the seals to Erika and acted as if he hadn't predicted the retroactive moves she made, was so he could purposely lock himself inside what seemed like a logic error and Beatrice had to solve it herself and recover her past self while doing so.
However, even though Battler trapped himself purposely and let Beatrice solve the locked room for him, his solution was different.
Erika made him say with red that, aside from the people in the room Shannon was in, 'everyone else was in the cousins room'. Battler used Erika's demands to form his trick. He admitted to that, which ultimately meant that everyone else was in the cousins room. However, this doesn't encompass only the people on Rokkenjima, meaning the entire universe was in that room. At the same time, since because of the proportions of the room that is impossible, it meant that the 'cousins room' was another way to say 'the universe'.
At no point Kanon was trapped in the actual cousins room, he was only trapped in the universe. He was able to save Battler from the closed room this way.
This is thoroughly explained in a small story released after Umineko finished. Here's a video of it.