Nash has nothing to do with Bob and Lee. He is a fugitive, and Li and Bucky are in charge of hunting him down. However, Lee used the opportunity of chasing Nash to create a gun battle near the scene where Dahlia dumped her body and killed a key witness.
This witness, who used to bridge the gap between Lee and Bob, let Lee be Bob's umbrella when Bob committed a crime. But then Bob committed a robbery, and Lee fell in love with Kate, who was controlled by Bob, so he sent Bob to prison and took the stolen money and women for himself.
Delia's murderer is Madeleine's mother and her lover George. The motive is only because both of them are mentally ill. Due to the limitation of expression and duration, movies can't clearly show their madness and the importance of clown portraits on the wall. I suggest you find the original work to understand.