And Mion, at the final chapter, when he asks who put the needle~
But yes, the theory of it being “all in Keiichi’s head” is a valid one. He himself lists it down as one of the options, after all! I personally like to think of a more holistic approach: Keiichi was a little bit crazy, and people were a little bit after him and things built over and over until it became a big, sticky mess