I'm quite interested after watching last night, but it has that annoying TV/movie contrivance where NO ONE EXPLAINS THEMSELVES and sustains confusion/ambiguity for longer than necessary.
By the time Naz got into the room with Det. Box, he should have done a little more 'splainin for himself. "I was trying to go to this party, I took my dad's cab, this woman got into the cab because I didn't know how to run the "off duty" light, I don't know Manhattan very well, she was mesmerizing and we ended up at her place. She gave a me a pill before we got there, we had drinks and she played this crazy game with a knife, and I accidentally cut her hand when she insisted that I try. We had sex, and later I woke up in her kitchen, confused. I went to say goodbye to her, and found her murdered in her room. I have no idea how it happened, even though that sounds crazy. I panicked and took the knife with me because I knew my blood was all over it. And lots of other places, too.
Now, whether that memory hole is in fact true, or it simply wasn't shown to us viewers remains to be seen, but it's still stupid that he hasn't tried to make an explanation (even a ridiculous one).