I get the feeling that there was something particularly creepy at the crime scene, above and beyond the fact that finding two murdered children would always be horrific.
The “twist” mentioned was probably the video/audio recording.
A source familiar with the investigation described the full recording as "the stuff of nightmares."
Police Release Sketch of Suspect, 5 Months After Murder of Indiana Teens
I know the above quotation has led to many a gruesome theories, and it is a deeply unsettling statement to be sure. However, there's also this statement:
Renner : Is the attack itself on the recording?
Leazenby: Err...No.
The source came from an earlier post by @Spy Versus Spy when I asked about this quote.
[It's from Episode 10 of the Renner series of interviews : Virtually a Detective: Case #101 Delphi. @1m.17s]
Maybe it's my own wishful thinking, but "the stuff of nightmares" doesn't necessarily mean anything extraordinarily creepy or demented. Listening to the girls being led to their deaths is probably nightmarish on its own. We simply don't know.