Another Theory on "The Twist"
So, in my theory Faith is dead before the episode stats. We save Nerissa glamoured as Faith, and she provides some interest from Bigby, flirting and stuff. She took some things from already dead Faith, as Vivian and Lily were busy with Crane's fantasies. She used the "freedom" to "repossess what was left behind". She recreated the scene to switch our attention on Crane, so we go further to The Crooked Man. Too tired to continue, but I hope you catch the point.
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So far most people seem to think that Faith was killed before Episode 1 started. The Faith we saw in episode one was Nerissa with glamour. That's evident cause of what she says in the end of episode 5 "You are not as bad as you look" (something along those lines) which "Faith" says as well. Bigby then thinks about the conversations he had with the "two" people and figure out, holy shit it was Nerissa all along.
You are then giving the option to run after her (to probably ask more questions) or leave her alone cause Bigby pretty much figured it out already.