Apologies for the delay. I'm afraid I'd grown somewhat detached, yet again. As per request, I will now reveal the solution (s).
There is one central aspect to this mystery that is true for all of these solutions. It is that Shannon is an accomplice and played a major role in the trick behind the window closing.
It was actually something suggested before - there was a piece of thin string connecting the window and the doorknob. The catch was in the way of the room's visualization. The window had to be pushed from the inside, while the door had to have been pulled from the outside. Thus, if the string was tied to an open window and then tied to the door knob, when the door was opened (especially as strong as it happened to be in the narration), the string would pull the window inside and cause the string to snap. One half of the broken string would fall behind the desk and hang from the window, while the other would follow the doorknob. Neither of them would've been noticed by Battler because he had immediately run into the room to Kinzo's corpse, giving Shannon time to retrieve the string attached to the doorknob. She would also later simply pick the other end of the string from the window when opening and closing it. This string is what counts as a force that caused the room to be pulled from inside of the room.
And, as such, the first solution, Van Dine's, becomes rather simple: Kinzo, in an attempt to end his life on a note of grand spectacle (which was hinted at if we assume that the Prologue is simply a conversation inside of Kinzo's subconscious), got Shannon to help him with the string trick. He then entered the room and shot himself right in the face.
The remaining two solutions are also tied together, in a way. It's this: the gunshot heard by Battler and Shannon was not, in fact, a gunshot. Kinzo was already dead at that time and the culprit had already escaped. How was this possible? Well, this is the area where I have to admit I may have misled you while on the subject of mechanisms. While what was used
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