Question: The movie never provides a explanation for why the cops don't go in the Warzone area. Why don't they?
Answer: These areas are controlled by gangs and it is implied the police won't enter out of fear.
Question: I have two questions about Robert and Caroline. First, why are there two separate beds in their bedroom? I know that Colin and Mary's hotel room might have had two single beds by default, but was it common practice for Italian homes to still contain separate beds in the 1990s? Also, why did Robert and Caroline murder Colin?
Answer: While it's possible that they slept in separate beds because of Caroline's chronic back pain, and Robert could accidentally hurt her in the night by moving, it's more likely that it's a sexual kink of sorts, a way to 'deprive' them both of each other. They murdered Colin because Robert was highly unstable (Caroline was utterly dependent on him and was also unstable as a result) and since they enjoyed pain during sex, it's implied that they thought it would be a great sexual thrill to seriously hurt someone else, which would explain why they appeared amorous with each other as soon as Robert cut Colin's throat.
Question: This might be a stupid question, but why did Roxy not show up the town? Was it really just "circumstances beyond her control"?
Answer: My interpretation is that Roxy had always been determined to get away from the town, and pursue a life of wealth and fame. Attending the event would mean visiting the past that she wanted to forget. She was too afraid to go through with it.
Answer: Everything he does is a lie. 'Confess to one lie but continue another. Nothing like it to confuse people.' That's why the Spader character is so distraught. He can't make head nor tail of the guy.