Kelly Nash's case is a great example of how you can think too much. For some murder cases I can come up with theory after theory about what might have happened. This case is almost certainly a suicide, but because of its mysterious nature it looks like more than that. For all we know police found the gun and matched it up to the bullet and since it was Kelly's gun that makes it even more likely a suicide.
There are so many examples of weird suicides. But lets look at this case from a common sense perspective. If it was his girlfriend, what motive would she have?
What motive would he have to commit suicide? Maybe he was sick with a terminal illness? The question of why is what confounds people about suicide and murder? One commenter here made a good point that maybe he chose the lake so that if the gunshot did not kill him, the cold water would.
There are some unique questions about this case. For myself if I were a detective I would want to make sure I found the gun. The reason is if Kelly Nash did not take his coat, where did he put the gun? Did he walk with it in his hands? I think if it was in his pajama pants it would be bouncing all over. Then you have the security tape at the gas station the night before. When he walks into the gas station the one thing I noticed is that he had his hands in his pockets. Then there is the temperature. If you were going to the lake to shoot yourself, would you want frostbite? So in the security video of the person walking at 4:30 am, are their hands in their pockets?
But what does that prove? Nothing. Maybe he was walking so quick because he had a gun in his hands? It does not matter what you think, but what you can prove. And when you look too closely at small details like I do, you start to think that everything is murder. It is not like tv where every suicide is a staged murder scene. Sadly the answer to the question why is that sometimes the answer is that there is no answer.
A few days ago Websleuths had a message about maybe you end up being the one to solve a case. Has there ever been a case solved by an internet sleuth. I know missing persons have been linked up to the Doe network, but has there been a case when someone came up with an idea that actually solved a case?
When you do not know the same information as police that is what makes things difficult to understand. But that is also why websleuthing is fun, because of coming up with ideas that are mostly just speculation. Real crimes are solved by detectives that do their job and do it well.