It's a house known for kinky sex shit. Kind of thinking it's a bean bag shotgun and whoever's behind the mask is a dominatrix type assuming he was their 9:00. Either that or we just saw the second coming (and going) of Ned Stark. Which I'd be OK with, actually, because I sure as hell didn't see that coming. I just don't see it likely that he's dead given all the time they spent on his backstory, as opposed to the other two.
Unrelated: who was Vince Vaughn talking to after the fender bender? I thought it was the mayor at first, but obviously not.