1. PJ is RJ or has an ego that wants to merge with him. RJ killed PJ family to lead him into despair seeking revenge which will bring out his dark side making it easier to merge.
2. RJ has followers that protect him and leave PJ hints that he's RJ. Bp saving Jane and saying the tiger tiger poem is one example. Also the man at the RJ hideout watching on the monitor was there to protect pj/RJ to ensure he's safe. PJ was in his RJ mode and checked the door to make sure it was locked so he wouldn't get caught. The guy at the blind ladies house was an enforcer ensuring the she called the CBI about the morgue attendant that way they would see RJ killed while they were with PJ and wouldn't blow his cover. She also acted as if she didn't know PJ to ensure this as well.
3. PJ/RJ "killed" KF because she talked to his wife and he didn't want it getting out he killed his family. This would explain why his wife wasn't in the hallucination after PJ drunk the tea because she would know he killed her but his daughter was asleep so she was clueless thus safe in PJ's subconscious.