the hotel windows

I think I just want to leave it at wow right now.
I am confused by the hotel window scenes. I had a theory about one minute ago (haha no lie) that everything after the psych ward was just in his mind or something a long those lines… but then the hotel window… at first he sees madeline through her hotel window and the lady running the hotel says she wasn’t ever there … but was she? i don’t know. Then when he sees judy through the hotel window it’s a similar shot… but which ‘reality’ or whatever came first? was the second made from the first or the first from the second. i could just already be getting wrapped up in this. I really need to let it sink in for a minute…