SPOILERS ahead: Anna was in coma the whole time

This movie is very hard to understand and my explanation might have many weak points but I'll try.

Anna was in coma/dying since the beginning of the story. Everything we see except the last scene are her memories. As why nothing made sense from a chornological perspective is because some of her memories were blank or disorganized. This is hinted when she tells Helge that there are many things she doesn't remember. Also, she tells him about a woman she was with and doesn't know if it was her mother or not.

Many memories as well overlap, which explains why she sees a lake and than she doesn't, or why she was found in a parking lot while her clothes were wet.

This might lead to the following possibilities:

1) She had heard the neighbor boy being killed, but he never interacted with her son because her son had been dead. Anders had been drowned in a lake and Anna tried to save him, but the lake wasn't located in that forest but somewhere else. That's why some of the times she only saw a parking lot.

Helge probably saw the neighbor boy but IRL, it had happened BEFORE Anna saw his dad putting the body in the van. It might have been Helge that found his body after her suicide attempt, or it might had been she who didn't remember to be the one finding it and filled the blank with Helge.

2) Anders wasn't killed until much later than what the film explicitly states. Anna and her child left her husband and moved in the apartment. IRL, Anders had been killed in that apartment, hence the "your husband is coming to take his son" phrase by the social worker, which hints the time and place the kid was killed. The neighbor boy was nothing but a lousy memory of Anders' death.

In any case, the reason why Helge seemed to see the same things as Anna, is because he was part of her memories.