Isn't it really fairly obvious who killed Jenny?
I just watched TLW for the first time, binge viewing it over the last ten days or so. Obviously, there were many things I liked about the show, although most of the shortcomings I see discussed on the board here are readily apparent. However, the "mystery" of who killed Jenny doesn't seem that opaque to me. The last time we see Jenny alive, she's on the second story landing, the one without a finished railing. Bette is talking to her, telling Jenny very intensely that she, Bette, will do whatever is necessary to protect her family. She is clearly referring to Jenny spreading the story that Bette cheated with Kelly, which we know is not true. Just minutes later, Bette is coming down the interior stairs, alone, when she encounters a couple of the other women who are looking for Jenny. They ask Bette if she knows where Jenny is, and Bette replies that she doesn't know, and hasn't seen Jenny. The next time anyone sees Jenny is when Alice finds her floating in the pool, quite dead. I think that Bette did what was necessary to protect her family, and in the long run her friends, from Jenny's Machiavellian insanity.
This conclusion is reinforced by the "interrogation" scenes (as someone else remarked, they seem more like therapy sessions) at the police station. Only Bette's statement is shown twice, the second time in close up, as she remarks that Jenny is "complicated." I think this is a strong hint to us that something is up with Bette.
As a side note, was anyone else amused that Lucy "Xena" Lawless, star of the first popular show to appeal to a lesbian (among others) audience, was cast as the police captain investigating Jenny's death?
We provide ... Leverage.