Day 2: 7:00 P.M.-8:00 P.M. - S2-E12
Revealing mistake: When Kate Warner phones her sister, Marie holds her phone up to the camera and you can see that the words "KATE'S CELL" have been written using the 'Write Messages' function on her Nokia. The 'abc' in the corner gives it away plus you can see the cursor trying to be hidden by being moved next to the 'K' (00:20:05)
Chosen answer: Nobody knew, not even the writers, until at least halfway through the season when they were writing the end. They wanted to keep all options open.
Nick N.