I always look at the next chapter in the raws, but before I do, I'll speculate right away that this guy's gonna kill the two and the protag will take the blame for it. He'll die from judicial execution. Capital punishment.
Well, he wants to die, and while judicial execution is quite painful, it's much less than cruder methods like vigilantes.
(It's also possible that the person monitoring his movements will confirm that at the time the two were killed, he wasn't in that place anymore. Unfortunately, that will depend on the coroner's report, if the time of death can be told with certainty.)