THE BOX..The True Meaning!

OK, first..NO they were NOT Siamese twins..the age difference is obvious.

Everyone got this one wrong. Like the Korean film, "A Tale of Two Sisters" they is no Shoko in reality.

If you study psychology you would know that when sexual abuse occurs, especially in childhood, the victim will disassociate from themselves and reality.

Did anyone mention the DOLL??? Do you remember how someone was wrapping the doll up in plastic before it supposedly happens to Kyoko?

I am sure the magician was Kyoko's father, or how else would she (and her "sister") be in a circus?

The main point is that Kyoko was molested by her father and he bought her a expensive doll which "became" to Kyoko an alter ego who she considered her sister named Shoko. Whenever she was abused, she transferred her molestation onto her doll/sister.
Do you remember in the beginning it was Kyoko who buried a box with the doll in it?
All the scenes or nightmares came after she met the publishing agent who looked like her father and reawakened her nightmarish past. Some of this material must have found a way into Kyoko's writing because even the agent thought he saw a child in a doorway, but this could have also been part of Kyoko's dreams as well as her also seeing the "ghost"
The scene at the end where she appears as a Siamese twin is purely symbolic. As since she had always transferred her abused child self onto an imaginary sister in the form of a doll and the sister, her past will always be with her.

She must have had the doll in the box along with the dart, but as an adult, finally had the courage to bury it, though with psychological repercussions. One of these was that though she was abused by her father, she did want his love, even it the twisted perverse way at the end

As to the father, the tent etc. I think she stabbed her father with the dart and he died in the accidental fire, but there was no sister in the box only the doll which was only slightly burned if at all.

The scene where she revisits the tent and her father kills her is only a nightmare, or how can she wake up and talk to her imaginary sister afterwards?

My take may not cover every aspect of the movie, but it makes more sense to me than other interpretations.