I thought Casey was the actual killer and "Split" and that Dennis, Kevin and the others were manifestations of her and that she was the killer.
Here are the clues: Kevin was not caught, Her uncle animal in the woods told her animals don't wear clothes with her there like a monster, and Kevin or Dennis in one of his personalities liked to watch naked little girls dance, there is very little conversation if any AND a "split screen" when the 3 girls are first together after they were kidnapped and brought in the first room.
Also that would explain why it appeared that Dennis didn't notice her when she got in the car. Also same shot gun and she knew which locker had the gun and the ammo at the end.
Would love to know what the writer and the producer were thinking on those lines