Bang Bang is working for the Diamond Dog, and keeping tabs on the Brothers for him.Think about it. How else would the Diamond Dog know the brothers were on a train to Prague? We're led to assume that Stephen tells him(at least part of) the plan at some point, but it's never clear how he tracks them down in the first place. This would also explain her sudden appearance in the brothers' lives.
Everything is controlled by Stephen.Stephen controls everything, he is conning everyone, but his main focus is conning Bloom into becoming a self sufficient person. Bloom wants to lead "an unscripted life", so Stephen creates a caper that is absolutley full of "off script" moments, from Penelope's seizure during the accident, to the explosion, the car crash that goes horribly wrong. Even the moments with the stealing of the apple and the near stabbing of Diamond Dog are planned. The apple is the only red one in the pile, Diamond Dog's mannerisms are perfectly calculated so that if Bloom stabbed him it would be in the hand, the same hand that Stephen glasses with the bottle, perhaps it was fake? Diamond Dog is a utterly outrageous character who appears more fiction than reality. It is clear from the very begining that Stephen invented his cons as a way to get Bloom to interact with the world. He failed at first, getting Bloom to talk to the girl, getting the money and ensuring the kids get a worthwhile experience (so they think) is not enough, but he ends with his ultimate con where he succeeds totally. Bloom gets his unscripted life and learns to live, and he gets his con so perfect that it becomes reality. Diamond Dog really becomes The Brothers Bloom's adversary, Bloom really gets the girl, and Stephen really gets the perfect con, he is in danger, safe, alive and dead. Fooling them all the time. It's the spinning top at the end of Inception falling over. Everything is changed.