Upon rewatching the episode, I caught where Jill told Kelly that it would be "dangerous" for Kelly to go by herself. How many times she repeated it, we don't know. That, I believe, put the suggestion in this disturbed mind and she cannot now get past it. Perhaps that's what caused the dreams of being murdered and delusions of Bethenny threatening her.
I noticed on the next episode that (spoiler tags in case it's warranted. It was on the Bravo site.)Click to see Spoiler:When they discussed with Kelly what happened there, Lu mentioned that since it was so unorganized she would have to hear the other side's version of event. Kudos to someone for not hearing something from a friend and not taking it as gospel!
First time I've written something positive about Lu this season, but felt fair is fair. I hope they ask Sonja what her take on everything is. She stated she has no "irons in this fire", so she would be impartial.