Maybe Emma fakes her own murder and frames Xander for it.

There is not enough context to tell. This synopsis is not about the whole story. It is just about what happens in that episode. The 2014 film Gone Girl is about a girl that dissapears - hence the title. Whether or not she is crazy is not the title of the film. Gone could mean dissapeared or she could have just gone somewhere. Imagine one of your best friends just moved to another country - you could describe her as Gone Girl (especially if you were upset that she left). I would suggest watching the trailer to see the context.