We had that happen in our first game. The player that was killed first ended up being Klein. But it was a great "movie moment" for us -- no one suspects that the first person to die in the movie is the actual killer that just faked their own death!
This is the plot of many movies and books. Not going to mention amy to save from spoilers I like that this is possible in the game, but sad that the relevant player is out of the game.