well i just caught up. Anyway, let's review:
Alex is collaborating/under the control of/allied with the Slender Man. He is also a killer.
Jay wants to investigate the truth behind Marble Hornets/Slender Man. Jay's investigation of Slender Man is definitely something Slender Man does not want.
Tim seems to be a normal guy who wants to be left alone. However, he is also Masky. Masky is opposed to Alex and Slender Man, but obviously distrustful of Jay as well.
Slender Man/the Operator is a supernatural entity with unknown plans and abilities. Definitely malevolent though.
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Question: Who left the medical dossier on Tim behind for Jay to find? How did Jay get away from Slender Man? Did the doll ward it off?