The Trinkets from the Black Museum won't last forever.
Those keychain trinkets given to patrons who pull the virtual switch on Clayton appear to be the cheap types that wear out over time. Unless they contain some kind of rechargeable battery or can be modded, sooner or later the device will eventually fail. Also, depending on how the device works, as soon as the power supply or circuitry fails, that copy of Clayton's mind could be gone forever. Of course, if that reasoning were true, then Rolo's copy will go the same way too unless Nish decides to mod it to continue functioning. That might explain how Rolo Haynes was able to offer them despite the UN Mandating that any device that stores a consciousness must display at least five emotions for it to be humane; it's not permanent. That or Rolo flat out lied to authorities about it (which is within character for him to do).The Trinkets don't really contain a person's consciousness.
To just tell people that to drum up business, in reality the copy barely contains any more self-awareness than an ant. Rolo was afraid of being turned into one, but this is because he hates the idea of anything resembling his mind going into one, and because he thinks it'd be humiliating.Rolo Haynes is the real killer of Denise.
His Suspiciously Specific Denial when the possibility that Clayton is innocent is brought up seems strange, and we know for a fact that he isn't exactly the most moral guy...- Or maybe it was Dawson, and the homeless person whom we see getting murdered by him onscreen was only his last victim.
The second story is a lie.
An extremely Unreliable Narrator, who claims he was just fired (and not imprisoned, for example) for doing something equivalent to a murder, and a main character that acts very inconsistently by agreeing to share his mind with the mother of his child, and later not even regretting turning her into a toy.- Before the law protecting the "cookies" was passed what Rolo would not be a crime, but the bad publicity was enough to get him fired. As for Jack's behavior, it's sadly not that inconsistent when you consider how aggravating sharing his mind with Carrie had become and his new relationship.
Rolo is some type of supernatural creature. Possibly even the Devil.
This might just be me not wanting to believe the complete shared universe theory (i believe certain universes are connected, especially the AI/Concius transferring episodes) But it also just doesn't make sense to me. what i do know is that Rolo is a merciless guy who manipulated 3 people by making deals with them (which is exactly what the devil does) and possibly he can travel between timelines thus explaining how he got the other crime items. To make a theory about my theory i also think this would mean you going to heaven would be judged by all the different outcomes of different universes. Which seems to connect it to Hang the DJ.- This isn't really a WMG, but if you want a solution then the stories don't have to be necessarily connected to each other. For example, the story of Black Museum can be connected to White Christmas, but White Christmas isn't involved with the timeline of Black Museum. Two different canons.
Black Museum is akin to a highly-elaborate fanfiction.
All the items are only realistic replicas, and Rolo is a fool-proof scammer. Parker will eventually grow up and find out that his childhood stuffed monkey really did have Carrie's consciousness in it.
And he will be pissed at his father and stepmother for what they did to his mother.