This is my theory:
RJ is indeed McAllister.
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At the beginning of the next episode, McAl walks into the church where Jane is sitting there from the end of the previous episodes. He then proceeds to telling Jane he won because Jane accused Bertram. Notice the suit McAl is wearing, it's the same suit we see him in running away later, he just was wearing a grey shirt under it that isn't visible from the back.
Anyways, Jane proceeds to wanting to kill McAl but McAl makes one of his infamous RJ escapes. That's why Jane is now chasing him down later. Jane then finds him in the park, and kills him.
How did McAl escape the explosion you might ask? Rigsby said the bodies weren't really identifiable, but they found DNA. My guess it is that they didn't really find bodies, just parts and small pieces burnt to a crisp. McAl planted his DNA and got out of there ASAP. With no McAl seen leaving, and planted DNA, CBI assumed he was dead, probably blown to pieces.