Why would Henry confess to all of the killings? They only had evidence of the May killing. For all the effort and time he put into each killing, sorting out alibis etc., seems odd to then give up and confess to all! Especially when the May murder was the only one different to the rest. Bizarre.
It does seem like when M is under attack she blacks out and gets super strength to defend herself and then goes a little extra cray with her sandwich bags. Which would explain what happened to grace what with M being covered in blood and moving the body but then we know Henry killed grace so none of it makes any sense! If grace was killed with the handy bag-head method, why would there have even been blood on M?
Arrrggghhhhhh make it stop!!!