What this film is about (major spoiler first sentence in post)
This film shows Jay in the process of having a complete psychotic break from reality.
The singular truth of this film is that we don't know what is completely real because it's all distorted by the perspective of a paranoid, stressed, and increasingly insane man's fractured reality.
It's not terribly important to know the specifics of who was real and who wasn't.
I would say the writer of this film knows about this sort of mental illness from someone close in their life.
The sad irony is that Jay sees himself as a chivalrous man, vanquishing evil, but insane folks are capable of harming anyone around them when reality is hidden from their eyes behind the veil of psychosis.