The Setup: Since Alex has survived the death-by-hedgeclippers scenario, he's able to rescue Rocky right before the blind man successfully puts a baby in her. (By the way, the means of impregnation involve thawed-out semen from a freezer and a turkey baster.) Basically, Alex beats down the blind man, releases Rocky from her shackles, and then in turn shackles the blind man. They finally go to make their escape.
The Fourth Twist: Um, so, the blind man somehow escapes the basement shackles and gets all the way upstairs before Alex and Rocky can escape. He shoots Alex just as the front door opens, and Alex dies.