The following describes the truth of what happened behind-the-scenes in Legend of the Golden Witch.
Before the murders: Sayo, dressed as Kanon, played the part of Beatrice and gave Maria the letter. As Maria was used to Beatrice "possessing" servants like Kanon and Shannon, she accepted her as Beatrice. Sayo tempted Eva and Hideyoshi with the gold she inherited from Kinzo to help her in her murder game. Eva and Hideyoshi were not aware that Kanon planned to kill them for real (as seen in how Eva insisted to Battler that the victims had "makeup scribbled on their faces" instead of blood).
The first twilight: Kanon invited Krauss, Rosa, Gohda, Kyrie and Rudolf into the dining hall, where he shot the five of them. With the help of Genji, he moved the corpses into the rose garden storage room and locked them in. He notified Hideyoshi and Eva to pretend that Shannon's body was there when it actually wasn't, to fake a death for his other persona Shannon. Kanon then checked Natsuhi's room and saw the scorpion charm hanging inside. To create an idea of a "witch who cannot touch scorpion charms", he closed the door again and splashed red paint on the door of Natsuhi's room to scare her.
"Illusions to illusions. The corpse that cannot return to earth returns to illusions." - Willard H. Wright
The second twilight: As Sayo noticed that the probability of Eva and Hideyoshi betraying her was high (from the Natsuhi vs Eva receipt event, even though Sayo told her that Kinzo's death shouldn't be made a fuss out of), she decided to kill them for the second twilight. As Kanon, she knocked on the door of their room, claiming to discuss the next step of the scripted murder. She shot them in the head and inserted the stakes in the bulletholes. She pretended to have stumbled on the guestroom and cut the chain before finding the bodies, creating an effective closed room murder.
"Illusions to illusions. A chain of illusions can only hold back illusions." - Willard H. Wright
The fourth twilight: Since Kinzo was dead all along, it was not difficult to plant a stake in his head and place his body in the boiler.
"Illusions to illusions. Let the man of illusions go to where he belongs." - Willard H. Wright
The fifth twilight: Kanon ran into the boiler room, pretending to have heard the sound of the culprit. Sayo then has an internal struggle over whether or not she should continue the murders, represented by "Kanon" yelling at "Beatrice" to stop the murders. She decided to go through with it anyway, effectively "killing" Kanon. Sayo then planted fake blood on her chest and a bloodied stake near it to simulate the death of Kanon. Nanjo, one of her accomplices, pronounced Kanon dead and everyone left the body. This allowed Sayo to move around freely while everyone else was cooped up in Kinzo's study.
"Illusions to illusions. The witch and stake of illusions can pierce naught but illusions." - Willard H. Wright
The sixth, seventh and eighth twilights: Sayo had one of Maria, Genji, Kumasawa and Nanjo (most likely Genji) plant the letter on the table, leading to Natsuhi sending the four out. Sayo then dressed as Beatrice, and murdered all of them except Maria. She then called the study and had Maria sing for them. Maria's account was instructed by Sayo, who had a key to the parlor.
"Illusions to illusions. Illusions are the blind girls's song. Illusion of a closed room." - Willard H. Wright
The ninth twilight: Sayo dressed up as Beatrice, and lured Natsuhi out with a letter that says "Ushiromiya Natsuhi-sama. Let's settle which of us is more suitable to be the family head. I will be waiting in front of my portrait". Natsuhi found her and challenged her to a duel, but unbeknownst to Natsuhi her gun had no ammo. Sayo shot first.
The tenth twilight: After the cousins came out of the room, Sayo greeted them. The clock striked twelve, and the bomb killed the five of them remaining.