He looked guilty before he even lawyered up, as he didn’t report her missing or make any effort to find her.
I’m assuming that this was because he thought he had committed a crime that he would get away with.
Kelsey could have left on her own, and PF was nowhere near her, because of that false cell phone trail.
At this point it isn’t just his behavior that makes him look guilty, there is appearently compelling evidence that also points to his guilt.
He’s dug in, and it’s too late for words or actions to save him.
He’s not as smart as he thought he was.