One weird line made me sure that Pete is the other Red Devil. In Gigi's last scene (in the hotel with the Red Devil), she was about to carve the quail and said something like "little birdy, let's carve off those breasts!" The Red Devil kills her (offscreen) shortly after that. I think it's hinting that Gigi forced the "sister" Red Devil to get a sex change as part of her plan, much like she forced Boone to pretend to be gay (for reasons I am not entirely clear on), and her offhand comment made the Red Devil/Pete snap and kill her...