Here are two possibilities that might help...?
1) we get the majority of the story via Sienna's flashbacks: if she is a psycho killer all along, then maybe she got injured during a spree, and tells London's character a load of bull. She'd need to go to the hospital since when they find her, her throat is cut: when she wakes up, she buys enough time to heal, then leaves again...?
That is one possibility, though this is what I thought was going on:
2) When she called Alex Daddy, I didn't take it that she was related to him, just that she had come to symbolically take the place of his daughter (i.e. agreed to help him). Sienna starts off talking about organ donation, and the theme of the film is organ harvesting (forcefully taking). In the end she willingly donates herself to his cause. Her motive for doing so is that she has gone insane after seeing all her friends killed: she too has developed the same bloodlust that Alex has. I.e (as the film has it) she has developed a ‘need'. It is said of Alex that 'his pain, what was done to him, could only be quelled by inflicting the same onto others’. Surely this is what she is doing killing people in the hospital and joining him. It is posited several times that he has 'infected' her.
I think the confusion stems from placing too much weight on Sienna saying Daddy at the end - If you don't take it literally, then it makes much more sense. Combining it with London's flashback was flawed, since that asks us to take literally that he was Alex's brother (that bit does make sense). I think the filmmakers should have just cut the word 'Daddy' or not mixed it with the brother implication, and then it wouldn't have confused anyone.
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