I'm so glad you brought this up! This has been bothering me ever since I read the affidavit! Like you, this order of events makes no sense to me.
However, I've wondered about a few things that make more sense than the candle-sniffing "research" PF claims to have conducted on KB as a prelude to hitting her with a bat.
KB's mom mentioned that she was surprised to see how KB looked on the Safeway video: hair up in a bun, no makeup, didn't look like her usual put-together self. I'm guessing KB hadn't had her shower yet when she ran out to Safeway to get the dip ingredients. KB figures she'll take her shower after PF picks up baby K. Maybe things go down like this:
PF picks up baby K. KB says she's going to go take a shower.
PF sees his opportunity. He goes to Walmart for just a few minutes. Does he buy the bat then?
He's back at KB's right away. He lets himself into her house, puts baby K in the back room and enters the bathroom with the bat.
He attacks KB in the shower. This is the room where LE finds quite a bit of blood evidence that KK missed during her clean-up.
KB never saw it coming: no sweater over her head or candle-sniffing game. Why would she engage in that anyway? Things are tense between KB and PF. She's not about to let him put a sweater over her head for any reason.
I have thought of this or a couple of different variations of it and it works but still has things that make me wonder. To sneak in, and trust a baby not to cry, wake up, scream and try to hold her, keys, bat (if he had it then), etc., does not seem too sneaky nor the simplest. I think he almost must have been expected back. Yet then that really does not fit with why take her with for a few moments in the first place and/or pick her up in the alley? And it only works if KB told him she was going to take a shower. In that small of a square footage apartment too, someone coming in would be pretty hard to miss if not in the shower. Also in the affidavit, KK says PF told her he killed her in the living room. Unraveling the lies is frustrating...
What if they were getting along or so she thought and he was taking the baby to get that tree that KB told her mother he might want to do with the baby himself? I pictured that as cutting a tree but she is only a one-year-old. Maybe he meant just to pick out a tree or at a close by tree farm? Instead he goes to Wal-mart and grabs one, maybe they have a lot? Or had a tree lot or he simply told her that is where they were going but went to Wal-mart instead to get a tree...? He comes back and is expected?
Yet he tells LE that he picked up Baby K for exchange and did it to show a different time line? Not knowing about the camera?
One final thought, is in #12, it never mentions the baby nor the carrier. Did his trip to Walmart involve handing the baby off to someone else he is maybe protecting? Or was the baby in the truck? But then why would he say she was in the playpen or is that what he simply told KK?
None of these really make no sense either or have holes. Frustrating...
I guess for the moment I figure he had her believing they were spending the day together, whether at mom's or alone. He found a reason to take the baby with but why I am unsure, maybe to please her acting as if they were getting a tree... Most likely it was to be seen on Wal-Mart surveillance to establish a different time line? Yet he was too dumb to think about cameras in KB's neighborhood?