Spoilers (I hope) - Questions for those who understood it all

So the whole time that Gatehouse and Jay Wratten and the police were chasing the same witnesses/family members (Dixon, mother, wife/girlfriend) and warning against each other (at least Gatehouse was), Gatehouse and Jay were actually pretending to be against each other? Why? After all, Gatehouse killed them all. Or did those two form an alliance some time during the series, and if so when (were there clues?)? Or was Jay's role just to add pressure so they'd trust Gatehouse? And why was Jay so keen on getting his recording of Dixon - just a false clue?

So much time was spent on the idea of Gatehouse, Jay, and the police racing each other to get to the goal (whatever that was, also part of the mystery), and we knew or thought we knew why the police were doing it (solve a murder, albeit with ever-increasing hints of conspiracy and corruption), we could guess why Jay was (revenge, presumably money), and for most of the series we were left wondering why regarding Gatehouse, not to mention who he was. For me these questions were a major part of the suspense. So when it turned out Jay and Gatehouse were working together, it raised more questions than it answered.

Normally I really like complicated plots with lots of detail and even false clues, and I love love love plot twists (it gets harder and harder to be surprised if you're a mystery\thriller junkie), but the twists should make things come together in the end. I'll admit I didn't pay attention as closely as I usually do. For whatever reason, the story never completely grabbed me but I'd heard such great things about it that I wanted to see it through. And I appreciate that it's intelligent on a deeper referential level, which I wouldn't know if it weren't for this board.

Still, the "threads" never came together for me. It felt like the conclusion was an afterthought for the sake of a twist, rather than the missing piece that made sense of it all. So what am I missing here?