If he was killed at any point from day 1-3 then we probably would have believed there was a Mafia.

Also, I found something interesting. Shiva pleaded for the cops not to investigate her at the end of day 2, and now I think it's probably because the investigation would hit a random townie and a cop might get a guilty reading. Shiva probably thought such an accident could occur, although the cop would have got the name of the person he investigated by accident. Just throwing it out there as I think I believe Shiva now.