Loved the movie, from beginning to end.
1. Like cops (even corrupt ones) often do, Joe knew everything before he even confronted Sharla. He would have gotten every bit of information he needed from Rex, before he killed Rex. So why not just confront her immediately, rather than the drawn out dance? Because he wanted Ansel to reach the realization himself (and thus to own it) rather than just being told (which could lead to denial). That's why the photos came out later, rather than earlier. Ansel and Sharla had to be made divided enough for Joe to be completely dominant, and for Ansel to be unwilling to assist Sharla. After all, Joe doesn't want his new-to-be wife to think of him as the man who killed the daddy that she plainly loves. That's why it has to be a family decision to deal with Chris, one way or the other (and of course it would have to be the other). And he had to completely break Sharla--showing her that he knew it all and that she couldn't look to Ansel to act against him. And the fried chicken performance was the most complete way under the circumstances; unquestionably degrading and punitive, but at the same time symbolic so as not to actually further make Ansel a cuckold.
2. Rex already had the check when Joe pulled him over--on the road. So it looks like Rex was taking off and double-crossing Sharla by leaving town with the nice payout. That would be reason enough for Sharla to still be there. She wouldn't have had the ability to reach him (she doesn't have a cell phone, or else she wouldn't need to talk on the business phone at the pizza place). She's been with Ansel at all relevant post-funeral times, apparently, so she would be biding her time until she could get in contact with Rex (not knowing he had no plans for them in the future). Indeed, Joe makes a point of telling Sharla that Rex was heading out of town, and Sharla does not even pick upon the ramification that Rex wasn't quite as open to her manipulation as she thought; again, he was leaving town, rather than waiting around to split proceeds with her.
3. I don't see any singling out of women for exploitation. Chris was beaten to a level of fetishistic violence, and Ansel is belittled constantly. Everyone was exploiting everyone. Just because females may be physically weaker than men, and mens' interest in exploiting women is very commonly sex-oriented, doesn't make it special. Women who outsmart men to get their assets are exploiting the men to get what the women want, thus taking advantage of the men being mentally weaker, yet we don't try to make it special by calling it "exploitation of men." Sharla is devious and manipulative, as much (or more) than any man in the film. Certainly, it is assumed by all that Dottie will be fine with being a retainer. And, while she certainly cries profusely at the realization that her father doesn't love her enough to not do that, she quite gets over that. Dottie is a psychopath herself. She encourages Sharla to cheat on Ansel. She is perfectly happy with (even encouraging) the killing of her own mother, even joking about doing it with poison just before Joe takes his first bite of the food that Dottie herself prepared. She asks perfectly sensible questions about whether Joe would be the investigator of his own act of murder. And, of course, she executes her brother and father--awfully suggesting serious revenge for them both having treated her like chattel in the first place. And, after all, Chris did break his express promise not to start any nonsense, and that broken promise started the final violence. Don't mess with a psychopathic young woman's fantasy when she's got access to a gun and everyone present is cool with murdering.
4. What is the point of being upset about Ansel's lack of change? No one changes in this movie. Everyone is as vile and stupid or smart, from the beginning and to the end. Ansel was just consistent. If in fact you don't like that character's premise, you just don't like it. But then you are really just saying you wish he had less screen time.
5. Dottie most definitely seems to want to be with Joe, her baby-daddy, and the only man who ever ... well, made her a woman. Plus, he's been generally quite gentlemanly with her, in a rather marital way. There is genuine happiness at the dinner table when she confirms to Chris that she and Joe will be going away as a couple. Does she contemplate killing him at the end? Sure, I mean, it's not as though she isn't in a killing mood given that she just shot both Chris and Ansel. And she's clearly pissed at Joe that he did not find a way to avoid the violence (knife to Chris, 15 separate blows by fist and can to Chris's face plus a bottle to the head) that spoiled her sense of a fairy tale in which he was her knight on a horse; idols aren't supposed to disappoint us by failing. But she sure was taking a long time to pull that trigger if she was going to do it all, and she didn't pull the trigger slow when it came to Chris and Ansel. And she made a point of noting she was pregnant, which would be unnecessary if she was done with Joe. I think he could take the gun pointing as evidence to file away (with the poison joke, and generally being ok with matricide, etc.) that he should not take his future wife's views lightly.
6. If the gun had six bullets, it was empty when pointed at Joe. One shot fired when Chris had it, after Joe tackled him. Dottie fired three more, then shot both Chris and Ansel.