I think it is likely that in The Great Red Dragon, Red John planted the bomb while they were all gathering into the room. Then he could leave and 'arrive just on time' so Jane won't suspect a bomb.

      My theory is Gale Bertram
      He is the only suspect on the list left and he doesn't take orders to kill from anyone. He also has been trying to get all the information he can about Red John from Jane. And he happens to be the director of the CBI which happens to be the perfect position to keep an eye on Jane and make sure he doesn't get too close and to try to keep him under control.And you see the boxes full of false identities, passports, money, and other equipment he has in that storage room! And the way he killed that bartender without any look of regret or emotion on his face. Really suspect he is a ruthless killer.....