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. 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 in two guestrooms.
The second twilight: Shannon jumped by the window of the guestroom and ran to the mansion. 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, and played only Shannon's role.
The rest is left unknown.