I don't think Steven killed Becky. He seemed remorseful for doing something to her, but I think his depressed, suicidal high made him aware that his constant abuse, lying, cheating, and supplying her with drugs was ruining her life.
I want to bring up the drugs again too. We know they're a bigger problem in Twin Peaks than ever before, and that they were brought to the town by Red. Steven seems to be on them in the end, and talks about seeing the Rhinoceros when he dies. In Part 9, the two randoms at the roadhouse also mention animals. One asks the other if she's seen that "the zebra is out there," and later in the conversation the other girl asks the first if she's seen the penguin, and looks disturbed when that first girl appears confused. What are these animals?