*Attention* Rumours say there's an alternative version of the finale.
It's a huge flashback and it explains everything. Jane kidnapped and killed the sheriff, aka RJ (as we all know) He didn't use a pigeon and the sheriff didn't claim to be a psychic
Jane leaves his sign on a wall, and then he moves to africa.
Here's a still from the alternative episode

http://s7.directupload.net/images/131125/pevfmms9.png




P.S. If you really thought there was another perfectly written Red John episode, I'm sorry to disappoint you AGAIN. Get over it, I love the show, but the mentalist finished at the end of season 5.