The more I think about it though, it seems like such a gamble for the person inside the room to potentially turn a welfare check into an armed standoff - after all, (he) couldn't have known the guard would be unarmed, that he would leave the floor, for how long, etc.
My expert theory, after two days of even knowing about this case at all:
She was an intelligence agent with a rudimentary Belgian villager backstory, which maybe she couldn't recall accurately, and left the room on Thursday to complete some mission. Both maids affirm the room was empty when they cleaned it just past noon on Thursday, and made the bed for one person. She may have brought the pillow with her to mask a gunshot, and then brought the pillow and empty casing back later. Either way she returned to the room on Friday morning. A few hours later, the door was opened from the outside.
Friday evening she ordered and took delivery of a light meal, but according to the coroner, she died on Saturday and had not digested the food, meaning she did not eat it on Friday. In the meantime a few items from the minibar were opened by someone.
After she died the bed was found made up for two, but messy, indicating there was a struggle. When the guard knocked on the door just before 8 PM, she didn't have time to call out for help before she was shot. (It would make negative sense to shoot the pillow at this point if she was already dead.) The killer(s) scrambled to stage the scene; after all, no one had seen them in the room. By sheer luck, there were no witnesses in the hall, the door was quickly "double locked" from the outside, and the staircase nearby let anyone make an unseen escape. Due to technological, procedural and investigative shortcomings, little concrete evidence is found and the killer(s) get away with it forever.