Scared To Death discrepancies

Just rewatched season 5 episode “Scared To Death” and I’m so confused. I probably just missed something but the serial killer Nigel was falsely accused right? And he died in custody and that’s why his daughter wanted revenge? If that’s true, what about that footage of an interview with him from the beginning of the episode where he talked about how “he learned about the nature of death from his victims” and that’s why he believes he is immortal?? What did I miss?