I think this was another episode that failed.  It would have been OK on its own, but in the continuity of the show, it simply failed to explain any questions from last week:

1) PJ's shotgun firiing goes unexplained as if it did not happen.

2) No one questions the explosion at PJ's house.  None of the survivors mention it.  No body else cares to ask them.  Even after Reede Smith surrenders, they don't ask him, if only out of curiosity.  But they spend 5-10 minutes interrogating a low level officer who refuses to speak.

3) They know Cordero tried to kill Van Pelt and Rigsby but all they do is ask his supervisor, who informs them that he's called in sick for the day.  Sure - no problem; they will all just wait for him to show up the next day to clear things up. 

4) Why Reede Smith is marked for death but not Bertram is not explained or clear at all.  Because he shot at Lisbon?  Bertram tried to kill PJ as well.  Then, after they try to kill Reede Smith, Cordero and Bertram are surprised that he's turning himself in.

5) Van Pelt/Rigsby leave to pick up Reede Smith but Cho shows up.

6) How did they find out the locker Betram used to get money and supplies?  Not explained at all.  It is his locker but he is using a false name since he is known by the staff.

7) Etc. etc.


So, as for theories, here are a few facts:

1) The explosion does not seem staged or faked.  I doubt there was enough time for anyone to make an escape, to plant fake evidence or switch body parts, especially with Lisbon right outside.  However, with the Sheriff dressing up quickly, maybe he set off a hidden bomb while getting up, escaped quickly when he reached the far side of the wall, whom PJ then tried to shoot and perhaps missed.  So, he may have run away but again.

2) At the end, PJ walks in to see FBI taking over.  One of the movers hand him something, saying "that is yours."  It looks like the missing patch of skin from Partridge's tattooed shoulder.  I bet it has a message for him as well, asking him to go to the church for a meeting.  When gets there, it clear he is waiting for someone.

3) In interviews, people elude to the scene where PJ strangles RJ as almost romantic.  This leads to two other observations: First, that PJ is able to overcome RJ, which is an odd thing given how wimpy he is in general.  Second, that RJ may in fact be a woman.  My bet would be Lorelei Martins; who is alive and has faked her death.  It could be Lisbon as well, given PJ's recent coolness towards her.

The Mentalist is an OK show and is fine on its own as individual stories go.  But I wish they paid a little more attention to the continuity of the series when they go back to RJ stories.  With months apart, viewers had a hard time catching on and the producers were able to drag this on as long as they could.  But in a few shows in sequence, it is clear as day that they do not have a handle on things and purposely slowing things on one hand, and rushing things on the other.  I expect a big drop-off in viewership in two weeks.