I think RJ himself wrote that "He is Mar" writing on the wall. Because when you're dying you dont waste time or energy to write "He is". You just write the name. Just like Lorelei's sister Miranda. She didn't write "He is Roy", she just wrote "Roy".

The question is, why? I believe that wasn't written for Jane. He wrote it for someone else, to send some kind of message. Because if it was for Jane, it would lead him to a trap but nothing happened.