Plot hole: This is another movie where the cops are too dumb to go out by themselves. The woman who icepicks the first victim (we see) to death would have left enough forensic evidence on the scene to convict her ten times over - skin, hair, sweat, saliva, vaginal fluid, possibly blood, and they all contain DNA in abundance. She had vigorous, sweaty sex with this man and she didn't clean up afterwards (and she couldn't have done so thoroughly enough anyway) so she's left calling cards all over the place. The killer also handled the icepick (which the police take away in an evidence bag) with bare hands - her prints would be all over it. She might as well have left a signed confession, but they can't even identify her. Sharon Stone, for instance, leaves her fingerprints (on the chair and fixtures in the police station) and her saliva (containing epithelial skin cells which are an excellent source of DNA) on the cigarette butt she discards, also in the police station. She went there of her own accord and these artifacts are legally accessible by the police. It is obvious to anyone that the women who had sex with the victim killed him, and Catherine is most certainly a suspect. They don't have enough to charge her but they would if they did a simple series of tests on the dead man's body - and if she didn't do it, that would eliminate her as a suspect. They don't even check.