In solving a mystery, it's often not a bad idea to start from the factor that is the most constrained. In this case, it would be the motive. For a fair play mystery, one would expect both the method and the motive to be hinted at by information present in the story. In this case, information related to a possible motive is quite scarce. Could it be related to the folklore that is the namesake of this tale? Unlikely. There's little benefit to the living in trying to raise someone from the dead as a weird vampire zombie thing, and nobody among the suspects is established as taking the stories all that seriously, either.
Thus, the motive likely lies in the only piece of information that directly gives us something to work with - Früy's romantic mishaps. It is entirely plausible that this stalker of his, who is apparently still unwilling to let go of him, could be motivated to murder by jealousy. After all, if love is good for something, it's inciting senseless violence. The conclusion of this sordid tale is the death of both Früy and his betrothed, an outcome favourable for one driven mad by jealousy.
So, now that we have our prime suspect, let's take a look at how the crime was actually carried out. From the outset, what should jump out at most any reader is, of course, the discussion on the wonderous powers of makeup, and the fact that Gisinvada is apparently moving around after death. It doesn't take much to come to the idea of impersonation as a component of the solution. Furthermore, as Gisin appears to be fond of covering her face with hair, successfully impersonating her becomes even more plausible.
Let's take a look at the chapel first. The door to the room in which the body was stored was locked by Fede, who is confident he never lost possession of the key. Assuming there's no secret second key, one is led to believe the door can be unlocked from the inside without a key, as doors often can be. Naturally, from this it follows that whoever opened the door was on the inside. As it was directly established that Fede never checked whether the body had a pulse and "someone was just hiding inside lol" would be a rather dissatisfying solution, the logical conclusion is that the culprit was, in fact, the supposed corpse. The culprit was both impersonating Gisin and playing dead. All this was accomplished, of course, with the wonderous transformative power of makeup, which can sculpt your anything into basically anything, as per the wise words of Fede.
The culprit simply took her opportunity to leave either before the guard shifts were established, or when whoever was guarding the door took a brief bathroom break or somesuch. She appeared to Fede to make him search for her, which he did. Ultimately, Fede's aimless meandering brought him back to the mansion, where Gisin was found dead in the other room. The narrative is slightly vague here so I'm not entirely certain whether it is more likely the culprit murdered the actual Gisin there and escaped after the door was broken down, or if they simply committed suicide in the room masquerading as Gisinvada. If Universe and Mirror were not immediately following Fede at that time, there was an opportunity for her to escape, which would likely be preferable for her, both for her continued survival and because a proper examination would likely reveal that the corpse is not actually Gisinvada if the dead body was actually her. I suppose I'll roll with "the culprit had kept Gisin captive until then and murdered her in the room, escaping undetected after the locked room was breached".
We started our examination at the middle of the story, so let's rewind time back to Früy's murder. It was, naturally, committed by the very same woman whose actions are described above. The locked room is simple, as it was her who was inside the crime scene, disguised as Gisin. This also explains why the chain was shut. The culprit intentionally made the scene of the crime into a locked room in an effort to frame Gisin for the crime.
With that, the sequence of murderous events should be clear enough. But what of the theft of the skull? That was but a diversion to prime Fede for the culprit's performance. Nobody actually cared enough about the skull to steal it. All the culprit wanted was for the detective in charge to be familiar enough with Gisinvada to not question the identity of the culprit as she was pretending to be her. Had Fede not known who Gisinvada was, he might've arrested the unknown individual at Früy's crime scene immediately. Had Fede not been somewhat familiar with Gisin's distinctive appearance, he might've arranged for someone to confirm the corpse in the well really was Gisin. Paradoxically, by making sure Fede had seen Gisin before, the culprit was able to more convincingly pretend to be her.
As for why the culprit would bother going through the entire supernatural facade in the first place, perhaps it was to scare our poor hapless Fede out of investigating further.
As to whether Fede actually ever met Gisin, who knows. I suppose even in their first meeting, she might've already been an impostor. I would expect Früy to notice, though, which makes this somewhat less likely.
oh and the culprit, Früy's would-be highschool sweetheart, is actually the risen corpse of Elizabeth the First who decided to go back to school and enjoy those wild years of youth all over again. that's a part of why she could impersonate Gisin so well, they were related