I think RJ is an cult, not a person. PJ is an especialist in liars, and he had belived in the guy that he have murdered, thinking that he was Red Jhon.
And in the last episode, the farmer speaks of demonical rituals at the barn where was found the two bodies (fact that sugest more than one murderer). And the barn is the first place where appears the RJ symbol. I think that is where the cult has started.