The most popular theory out there seems to be that in the dream of Winkies early in the movie, Dan represents Diane and Herb represents her therapist. In my view, however, this is only partially true. 'Dan' does represent Diane in a sense, but in real life, it is Dan (probably not his real name) who is the therapist.
Freud said that a dream always represents the fulfillment of a wish. It was Diane's wish that her therapist be placed in her own shoes, and then mistakenly led into confronting his Jungian *shadow* (the person behind the diner). Diane's reason for wishing this was probably something such as that she was frustrated or angry with her therapist for some reason, such as maybe for 'denying' the existence of some external reality (in the dream, it seems like Herb is denying that Dan's fear is based on reality). Note the 'asexual' nature of the person behind Winkies - the shadow is generally same-sex, so the person represents a man for Dan, but a woman for Diane. (Note in the movie credits that a woman played the part.)
What we have is that in the dream, it's true that Dan represents Diane to the extent that he's the patient; but in reality, he is the therapist. When he happens to be in Winkies near the end of the movie, at the same time Diane's placing the hit, he overhears the conversation and notifies the authorities. This is why two detectives start looking for Diane, or at least, they start looking for her once Camilla disappears. Basically, Diane's therapist has 'betrayed' her.



