Nanananami Nanami may have been listed as a Witch in several volumes without actually appearing, but it turns out that's just the name of her doujinshi circle, and she's a fujoshi who spends most of her timing fantasizing about what Holmes really meant by, "My dear Watson." She does have a slightly skewed perspective on the world, which is probably why she thinks, "He's cute!" when she runs into Zerozaki Hitoshiki in the middle of the night, despite the giant knives in his hands.
For a book that purports to examine the relationship between Hitoshiki and Ii-chan, and to tell the true story of what Hitoshiki was up to in Strangulation Romanticist, this was sort of a disappointment. It's not actually a novel at all. Each chapter follows a different minor character, starting with an extremely meta analogy comparing their personal problems to their issues with mystery novels. Then they run into Zerozaki and he babbles at them for a bit before not killing them.
Emoto Tomoe and Kigamine Yaku fill this slot in the first two chapters, and I had to fucking go pull the Zaregoto series from my shelf to even identify which volume they were in. Neither one of them had a personality to begin with. Palindromically named Emoto Tomoe pretty much showed up and died; Kigamine had a funny catchphrase but largely served as a foil to the rest of the cast. Consequently, neither of these chapters really held my attention.
Nanananami Nanami's belated appearance was certainly welcome, but since she doesn't actually fucking say much of anything, I remain far more interested in her famously antagonistic relationship with Ii-chan, which we may well never see at this point.
Sasa Sasaki's chapter works better, if only for the section which recounts her first encounter with Ii-chan from her perspective.
And Aikawa Jun's chapter is the only one that contains any actual plot, and a rather belabored explanation of the truth behind Zerozaki's killings...which like basically everything in the volume and a lot of Nisio Isin's later writing violates the crap out of "Show, don't tell" and ultimately doesn't add up to much.
Suzunashi Neon's brief appearance contained a few fascinating nuggets, but overall, this was far and away the most disposable of the four books. The first three went a long way towards restoring my faith in Nisio, so it's a shame he wrapped things up by indulging in a lot of his recent flaws. Still, there was more than enough interesting stuff in here to make me glad I read it; I just can't help wishing he'd managed to stitch that stuff onto a narrative instead of a contrivance.