I believe that RJ is someone from PJ's past. According to the last episode it was revealed that RJ has 'real powers' so I am assuming that is someone from his childhood/puberty years that was close to the him and his father while they were performing their psychic acts.
I believe RJ is someone around Jane's age or slightly older that he had very strong powers when he was young but PJ somehow 'stole the show' and he became extremely famous. One more argument that I believe enhances my suspicion that RJ somehow is linked to that specific part of PJ's past is that, at the last episode it was said that RJ killed a happy memory that nobody knew about. I believe someone knew about it and that is RJ. I am assuming that PJ was hypnotised in the past by RJ so that the latter could prove his power to the first one and he traced that memory while PJ was under hypnosis. That memory and many others of course.
P.S I was so certain that RJ was Shettrick at some point because of the male characteristics she has, and also has red hair, and also her voice was weird reminding me RJ's voice. So I thought it was RJ dressed like a woman justifying that way the contradiction in his name Red (feminine) John (male). But then I thought that RJ doesn't seem to be someone who has direct involvement with the CBI or FBI, but he has lots of accomplices over there. He is someone external but someone from PJ's past.
