This mystery is so good !
When Dan get in improvisation, knowing Hamlet, that's exactly what Hamlet would have said to his father's ghost.
I really enjoying everything so far, the ''3 episodes line'' is so easily overcomed here.
Let's go for my first absurd wild guess: During the parents'fight there is a gun shot, maybe Dan dies and transform into a ghost, the Dan we see is dead. The shadow is himself trying to connect. But then what would be the point of Trin's presence ?
I don't even read the comments on MDL, it will spoil anyhow anyway. Let's all theories flows.