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The psychiatrist was in cahoots with Shelby and he gave Ethan prescribed drugs that made him black out. During this time, Shelby would rape Ethan and then place an origami figure in his hands? Ethan would obviously repress the rape and his body would feel worn out from the activity, making him think that he had performed some strenuous activity (like kidnapping). It makes perfect sense when you think about it.

Who do you think the "more vicious adversary" that spoke to Madison in the bookstore during the ending was? The psychiatrist, that's who!