Two relationships that people might have missed which tie up the plot
***SPOILERS***
When Paul is with Marcy she takes a phone call from her friend Graham. Graham is the gay man that 'picks up' Paul later in the film. His name is only mentioned after the phone call but it's clearly him from his distinctive voice.
When Paul dances with June in Club Berlin we get a clear shot of her back and it's covered in burns. It is June that Marcy was collecting the burn cream for. Ironically Marcy killed herself after Paul rejected her fearing that she had burns, yet he ends up seeking salvation from June, the person who actually has the burns.