At night, Lucy woke up and went to Alicia's room. Alicia let her in, then Lucy killed her. Lucy then closed the door from the inside by Alicia's key and then removed the window from its hinges with some normal tools, climbed out, then placed them back. After that, she went back to her room.
Moreover,
Behind the cupboard - where Howard was found - is a secret passage. After forcing Howard to hang himself, Lucy left and took the object with herself that Howard was standing on before being hanged. Then she took Howard's masterkey down to the basement and gave it to me, so I can escape and make me look like I'm the culprit.
If not, then
Lucy went into Alicia's room at night. Lucy persuaded Alicia to play her death to 'trick one of the guests'. Lucy gave a fake knife and something to drink to Alicia. The drink had poison in it, but Alicia didn't know that. Lucy went out the door, faking that she's gonna call somebody, then Alicia closed the door from inside, drank the poison and then lied in her bed faking her death. Meanwhile she died of poisoning while still having the trick knife in her. In the morning when I saw Lucy kneeling near Alicia's dead body, she was changing the fake knife with a real one.
Alternatively,
If the drink Alicia drank had not poison, but sedatives in it, then when Lucy was kneeling, she stabbed a real knife in the poor unconscious Alicia and removed the fake knife.
Whew. Man, this would be a lot lot easier if we could take fingerprints.