The Setup: So, all this time, the general assumption is that the blind man is seeking justice for his dead daughter. That's why he's keeping that woman in his basement. But, well, there's something else he needs her for.
The Third Twist: Turns out, the blind man isn't just keeping the woman down there for nothing. He tells Rocky that, well, if she killed his child, it's only fair that she should give him another one. So, he's impregnated her, and he'll set her free once she gives birth. Unfortunately, she dies in the whole scuffle between Rocky, Alex, and the blind man, so Rocky becomes his new hostage. She must bear the same burden.