Explanation for Gordon and Vallens in the final scene

Question

As Blue Velvet nears the final scenes, Jeffery enters Dorothy's apartment and sees that Vallens is dead and Gordon has been inflicted with some type of grisly brain trauma. Vallens had presumably been held prisoner at 'This is It', and Gordon had been either at home or on patrol.

The question is...

What was the killer's rationale for moving the victims to Dorothy's apartment? In fact, who was the killer? If it was Frank as all logic suggests, the sequence of actions would have been

1. move the victims to Dorothy's apartment;
2. kill Vallens
3. perform brain damage on Gordon
4. leave the apartment
5. change clothes into the 'well dressed man' outfit
6. return to the apartment with the briefcase expecting that no one else than the victims would be there...

...and to do what? It doesn't make sense.

How to unsnarl this sequence of events into something coherent?

Answer 1

F. Fred Palakon speculated about the ending:

We can perhaps imagine the scene. The Yellowman, Raymond and Paul are pressing Dorothy on whether she talked to anyone. They threaten her directly, but also by threatening her husband in front of her. Raymond, say, shoots the TV for intimidation effect – I think the angle of the shot is from someone standing near where Dorothy’s husband is.

Raymond, say, gets a call from Frank to keep the Yellowman there – when he arrives, he may give a signal, some keyword said, and on that, shoot him. Frank arrives. They all turn to see him, including the Yellowman, who now faces the door, his right side facing the wall where the gore splatters. The Yellowman asks what’s happening out there. Frank gives an answer that contains the keyword. The Yellowman has no sense that he’s in danger, and Raymond shoots him. Dorothy flees. Dorothy’s husband, of no use to them now, is shot and killed.