I am currently playing a game as a lookout, and I watched an investigator N1.
The serial killer killed an Escort, and bloodied the note, but he ALSO killed the investigator. I saw one visit to the investigator, so I shoved that individual and we hanged them.
However, that individual was a SPY. Not the serial killer. I assume this is because the SK was technically "roleblocked" and so while they were allowed to kill the Investigator, they didn't show up in my lookout will.
This is a clear bug. If the SK is roleblocked and kills the roleblocker AND someone else, they don't show up to a lookout.