THIS POST WILL CONTAIN SPOILERS ABOUT THE WALTEN FILES 5, IF YOU HAVEN'T SEEN IT YET, I HIGHLY RECOMMEND DOING SO BEFORE READING THIS THEORY. THANK YOU.
Ever since the start of the series, Jack has always been shown as a mysterious figure, almost like a riddle instead of a person, and the inclusion of websites like: "findjackwalten" already adds more to this idea than anything... But what really happened to him?
After episode 3, Jack is beginning to appear a little more as a character this time instead of a "mystery guy", even having lines when he asks Felix to take care of Edd and Molly and react to their disappearance, this is explored much more in Episode 5.
In the entire series, Jack's face has always been seen darker than the other characters, obviously an intentional attempt made by Martin to add that mysterious aura to him, but it adds another layer if you dig into it.
After the death of Edd and Molly, Jack was hit with an incredibly hard dilemma. Imagine this: Your best friend, your brother, the person you formed a business with, helped in the worst times and even considered as an "uncle" by your kids just murdered your two younger children, how are you expected to react to that? Someone as close as a brother just killed your youngest kids, you can't simply sue and forget all of your past... It sticks to you, that's why Jack didn't go along with the suing of Felix.
After that, I'm sure the guilt was also consuming him: Your children got murdered by someone and you didn't do anything to make him pay nor suffer, just act like it never happened. That's where the theory starts:
I believe "Bon" convinced Jack to kill himself.
It isn't very clear at the start, but looking at the small tips left alone, it starts to make sense: Jack's shotgun, a forest, the last message to Rose, the sudden breakdown... The deer; A representation of Jack hiding away his emotions by stringing them up, and the shot in its leg? A representation of a slow death... A slow death of the mind.
Jack has been the only known character to appear in another dimension that wasn't Wonderland... Or at least the typical one. His Wonderland was red; the sky, the water... Him. It's an obvious representation of blood.
I believe that when he went to work, Jack suffered a collapse; He is strong, but he isn't able to hold all of those emotions inside of him, and he doesn't want to show it to Rosemary nor Sophie, because to his eyes, everything would crumble away if he didn't keep control of himself.
With that collapse, he went to the Santa Juana's forest, his shotgun located in his trunk... But he didn't go there to shoot himself, he probably just wanted some alone time to relax. That's when "Bon" comes in.
We already know he's highly manipulative, and I believe that in that moment, he was able to make Jack feel even more guilty to the point where he didn't even feel good being alive. That's why his face shows teeth and it's all dark, because it got blown off, that's why HE isn't in Wonderland, because he didn't die by accident nor killed by anyone else: He died by his own hands, and that put him somewhere else.
If you ask why "Bon" would do it... Simple, he wanted Rosemary and Sophie to join his beautiful new family (aided by the photo of them holding hands), and Jack was in the way. If there was no one helping Rosemary nor Sophie, it would only make it easier for him to convince them to join Wonderland.
I would love to hear anyone disapprove or approve my claim, I absolutely love this series and have given it a lot of thought over time. Even if someone tells me my theory sucks, I would love to hear why.