The Crooked Man generally goes after David, but if Sissi, D or Fluffy are around he prefers going after them and trying to kill them much to David's confusion. When you learn that Sissi, D, and Fluffy are "facets" of Duke, it makes perfect sense. Sissi has regrets over lost love, D has regrets over failed dreams, and Fluffy's been abandoned. These are all the aspects of Duke that ultimately led to his giving up on life; it makes perfect sense that he hates them even more than he hates David.
When you have to save David from killing himself, trying to talk him out of it doesn't work and neither does trying to grab for the gun. You'd think Paul would be the one person David would listen to and talking him down should have worked...but then you realize David isn't acting entirely out of his own free will, he's being possessed by the Crooked Man. Earlier David had to talk to D to calm him down and trying to talk gently to him enrages D. D and the Crooked Man are part of the same person, and since talking gently to D didn't work earlier and the only way David's been able to drive away the Crooked Man has been through violence, it makes sense that since Paul is having to deal with the Crooked Man now, he can't be too nice talking to David and has to use violence to free him from the Crooked Man's control.
How do you get the good end? By being honest to all the characters you meet. In other words, giving them straight answers.