Most people believe, if Kubrick WAS murdered, that it was Scientology that had Kubrick murdered.
There is nothing to rule this out, so it's a possibility, but it's false that it's what "most people believe". I've spent way too much time obsessively reading everything I can about this and it's a pretty rare assertion. Personally, I also don't see Cruise getting deeper into scientology after that, considering he had enough clout to seriously challenge what was essentially still an upstart niveau riche religion. But it's not to be ruled out either, it's definitely possible.
Fun fact about the above scene from Eyes Wide Shut (especially in relations to the film's reputation and the rumors that it got Kubrick killed).
KUBRICK NEVER WANTED IT IN THE FINAL CUT OF THE FILM
Kubrick always intended for the orgy scene to be a nightmarish dream-like episode and it being left 100% ambiguous as to what the fuck Cruise's character walked into.
The scene where the rich guy from the party at the start of the film schools Cruise and gets him to STFU and not ask questions, plus the newspaper announcing the woman's death, were added because Kubrick feared the orgy would create massive headaches from Warner Brother suits, if it wasn't explicitly spelled out to viewers. So he filmed those scenes in the youtube link to placate the studio executives, all the while plotting to cut them from the final print (and destroy said cut scenes, per his usual habit) days before it went out to theaters, knowing it would create a huge controversy and further drive sales for tickets to it.
Unfortunately, the studio found out about it before Kubrick's death when they were working on covering up the nudity/fucking in said orgy scene for the theatrical release. However, Kubrick died before he could oversee the removal of said scene so it remained in the picture.
You can't know that. There were only 4 other people who'd seen the cut that Kubrick had made. Two of those are Cruise and Kidman, and they don't just look sad, they look absolutely terrified in the interviews about his death. The others are Bob Daly and Terry Semel, who are both Warner Co-chairmen (they both simultaneously stepped down on the day of the premiere of the movie in a strange move).
I've read a lot of different rumors about what would and wouldn't be in the film. I think it's safe to say he wouldn't have digitally added people to hide some of the nudity as the american release. But whether he would have added the scenes with Cruise and Kidman in a boat on some sort of vacation? Whether there originally was a scene cut out where Cruise finds a room with an occult altar and surgical instruments at the house? Whether that scene that the screenwriter describes in the book as being essential would have been cut? There really is no way to tell.
The following supposedly came from a first hand source, but not really confirmed either. There is a strange cut at the party and this would fit and would hang over the entire movie:
At 1:19:27 Dr. Harford finds himself separated from the masked woman. He walks down a hallway distantly following a couple. He turns to see an empty room with a pentagram-like circle in the center. The reaction in his eyes can be seen in a close up. Acting as if he did not see the ceremonial room he continues to walk down the hallway which can be seen at 1:19:30.
But as Kubrick was a living god of moviemaking and he had a contract where nobody else could make any changes on the cut of the movie and was allowed to film everything near his house in the UK instead of sensibly filming the New York scenes in New York.... I find it hard to believe he would ever film anything to placate the suits, nor do I find it believable that he would do so for the ticket sales.
So I don't think you could say what Kubrick wanted or not, because we don't have any proof of what he wanted or not.
As to your idea that the goal was to be nightmarish, the whole point of the first layer of the Traumnovelle story is that you wonder whether it's a dream or not and the same goes for eyes wide shut. Much like a good filmmaker would never show with certainty whether the spinning top at the end of inception would fall, Kubrick would never give certainty whether it's a dream or not, but instead craft a movie that balances so that it's an never-ending discussion whether it is or not.
What's more, Kubrick's suspicious death, if it was indeed murder, that would imply that there was someone with very very strong thoughts about what he was making. Why would someone have such strong thoughts about Kubrick wanting to make something fantastical? If you go down this line of thinking it has to imply that he talks about something real. It would make no sense to kill him and then make it more rooted in reality. You would go in the opposite direction. You'd want to make it more fantastical or more superficial. Remove clues of something deeper.
Which is pretty hard in eyes wide shut to begin with, because there is so much occult imagery in almost every scene and so many refferences to freemasons, the Windsor family (relevant to thread), Rothschilds, that you'd have to cut the entire movie to get rid of those.