Question: Why are the people being infected by the pesticide only seeing messages to kill from electronic devices? Why not from hearing voices in their head or from reading a newspaper, magazine, etc.?
Answer: Two reasons. One, it was The Beginning of the electronic age, when devices were becoming an everyday fixture in our lives. Second, to make sure the right message was sent to the right people to perform a specific task.
Question: Why are no prostitutes arrested during the course of the investigation? Mulder, Scully, and everyone else investigating the case know what they do. This episode takes place in Minnesota, and prostitution is only legal in Nevada, so how can they talk to one (a friend of a victim, who was also a prostitute) and simply let her go?
Answer: You can't arrest someone simply based on what you may know or suspect they do. There needs to be actual proof. A prostitute would have to be caught in the act of soliciting or actively engaging with a customer. Also, investigating prostitution is not Mulder and Scully's purpose here, and arresting someone they need to give them information regarding another crime would be counterproductive to their investigation and scare off other potential witnesses.
Answer: His fear of a conspiracy, that someone was control the entire experiment, like the Cigarette Smoking Man.The messages were part of his fear of being controlled. DO IT NOW. When he stopped the shooter in the tower, he knew the experiment was over, hence the message. ALL DONE.BYE.BYE. But it being the X-Files, was the last message real or an hallucination.