American Horror Story Roanoke Nightmare twist!
Here is my theory on the twist AHS have teased for this season:
The 'real characters' being interviewed are actually spirits describing their deaths to Billie Dean, the medium from seasons 1 and 5. In the last season she had her own tv show where she spoke to spirits, even interviewing the police officer after his death. This would explain the presence of cameras, making it seem like a documentary.