What I understood of the film is that the beginning few minutes tells us about the interpretation of Dan witnessing Diane, giving a photograph to someone and he thinks something's fishy, probably a murder. (He then is killed by the murderer).
Then, Rita's escape from the accident and coming to live with Diane is the imagination of Diane who now is undergoing flashbacks from the life she lived with Rita. Diane taking the name of Betty(waitress) shows the representation of what Diane thinks of herself now doing to make her ends meet as she has lost the connection of her friend who let her into the film industry and let her have some roles.
The visit of Diane and Rita to Diane's home is to show that nobody cared for her much, that the neighbor who swapped home with her also just came to take back her things from her older house(showed towards the end). Her utter loneliness and the thought of She being the reason behind it keeps haunting her and the face of that smiling couple who wished her good luck for her career haunts her back and forth to provoke her to take the extreme step. The blue box mystery stayed as she(Diane) herself didn't knew what that blue key would open(given by the murderer) and the blue box signified that.
So it is a story where both the actress dies as one couldn't stand her girlfriend distancing from her and would rather kill her than to be happy for her(which is generally the reality).