Ok, this is a crazy theory, but look at the "He is Man" screen-cap. 

http://www.blogcdn.com/www.aoltv.com/media/2009/01/mentalist-heisman.png

Could it have been saying Lisbon? Maybe he didn't actually know RJ's identity/name. Could he have been pointing to her as the person to go to for more information?

The perceived "H" can be the dying man's failed attempts to write an L, after which he gave up and he wrote down a small "l", which we have been reading as "e", the "is" is clearly there. The "m" can be a capital "B" improperly written in a tilted way, the "a" can be "o", with the blood dripping down to make it look like an "a" (look at the "H", "m/b" and "n", the blood is dripping down there too), and then there's "n".

I'm not saying Lisbon is RJ, I'm saying that she may know more than she's letting on- maybe she's a disciple, maybe she's scared of something. Case in point: 

1. She and Sam Bosco had some kind of secret, from back before she met Jane I'd assume. That has never been revealed, Bosco is dead now, and I don't think the writers, being so brilliant, would just introduce something like that to the plot if it wasn't relevant. And since it still hasn't been revealed, I'm thinking it's related to RJ. 

2, Lisbon's injured hand.