Our conjecture is part of the drama
Like any brilliant procedural, The Night Of's labyrinthine plot invites the viewers to become amateur sleuths, one episode at a time. It's silly, but we all do it, parsing through information dispensed to us, recreating situations, and imagining scenarios of how it all unfurled. Great shows provoke us enough to create our own pet theories, but brilliant shows like The Night Of demand dramatic coherency.
Consider this: Petey (Aaron Moten) may have had some involvement with the murder of Andrea. The character who committed suicide in "Ordinary Death" actually appears in the series premiere -- twice. The first time, 43 minutes in, Petey can be seen standing in one of the cells when Naz is ushered into the precinct. He pops up again just past the hour mark, when we see and hear him say, "Can I call my moms?" (Side note: his mother is the main prison drug supplier from the outside.) Was Andrea -- affluent and a known drug user -- getting into dealing, thus stepping on someone's toes? Did someone (maybe Andrea's stepdad, Don Taylor) enlist Petey to loot Andrea's lavish brownstone, but then panic when she fought back?
Is it possible that these rhetorical questions are ridiculous and Petey's appearance is just a coincidence? Maybe. But that's one of the pleasures of The Night Of -- for about 10 hours, we exist in the headspace of the people on screen, praying the truth will emerge.
While the madness will come to an end in the finale, there are enough loose threads in The Night Of that the conclusion could go in any direction. The brutal killer could be Petey, just as it might turn out to be Duane Reade (the grim-faced guy who was walking by Andrea's house with Trevor that night, and who later fled when Stone attempted to question him), or it could be Don (the gold-digging ex-stepfather, played by Paul Sparks, who confronted Stone at the gym), or it could be that brooding hearse driver who says to a dazed Andrea, "You want to be my next passenger?"
The Night Of could also bite its tongue over Andrea's true murderer. John Stone never wanted the answers, anyway. "The truth doesn't help you," the lawyer tells Naz in Episode 2. "And if you can't get that through your head, you can forget about the rest of your life." Perhaps in this story, in the real criminal justice system, a satisfactory closer doesn't require the unveiling of a culprit.