[Redacted because I FINALLY CAUGHT UP!]

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SPOILER LINE

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I think Rust left to investigate the killer on his own, not to mention that he was probably tired of the bullshit in the Department.

I do not know if Marty is the Yellow King...BUT I am fairly certain that someone in the Department is doing the killings. Rust knows who it is, or has an inclination that it's someone in the Department, and left out of exhaustion. But he's always continued his own investigation. It could be Marty because he shot the mess out of ol dude for no reason.

Someone in the department being the Yellow King would explain why the case is still unsolved, and why Rust hasn't came forward with his theory. The dude who killed himself in jail said it himself, the Yellow King is a "Big Guy", and Rust coming forward would fall on deaf ears because no investigation will come to fruition with the Yellow King pulling the strings.

EDIT: Also the killer being someone in the department would explain why those two detectives are encouraged to investigate and pin the murders on Rust. The photos of Rust at the crime scene obviously had to be seen by the real killer, the "Big Guy" in the Department, as Rust insinuated that someone had some "pull" to keep those crime scene photos out of the newspaper. This person must know that Rust did the original investigation, the type of person Rust is, and how it would be easy to pin the murders on Rust based on his personality and close proximity to the case.

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EDIT (LAST): I think at this point we're done with the twists and conspiracy theories regarding Rust and Marty, as it is straight forward that the Tuttles n dem are the fucking sickos.