I have a theory, but not sure if it has already been proposed. (a bit long of a theory however)
I think that Seju killed Marco. This takes place in the first episode when we see someone getting shot in the train. Initially, we think that Seju was shot by a gun and he is dead, but it could be possible that it was Seju who killed Marco. I'm assuming Seju and Marco were fighting about money and who to sell their business to - Marco being the greedy one, wanting more money and Seju not so much. Seju's opposition against greediness can be justified when he is in the phone call with Yoo Jin Woo, when he says that Mr. Cha offered him 10 billion won but is reluctant to sell it to him. When he stops talking in the phone call, he looks around for a bit. Then he tells Jin Woo to meet him in Grenada. This scene might be the same scene Jin Woo has when Mr. Cha constantly returns: the sky darkening, clouds thundering, rain falling, and the glorious Memories of Alhambra tune playing. Seju starts to run away, looking back continually. Seju runs away and looks cautious because zombie Marco might have returned in that scene, just like Mr. Cha does to Jin Woo. Seju is relieved when walks into the departing train, knowing that he has escaped Marco. However, later, the door opens, and gunshots can be heard with blood staining the window. This is the part when Seju shoots zombie Marco, killing him once again; this is similar to Jin Woo's situation. He constantly kills Mr. Cha when he returns. Something important to notice however, is that the other two people in Seju's room in the train do not seem to wake up or notice the gunshots. They are unaware of any murder going on. Therefore, it's possible that Seju is playing the game, and outside people cannot see what Seju is seeing and experiencing. Also, it's also significant to notice that Seju should have a gun, considering that he is level 94. (Assuming that Seju is the "Master") I also think that Marco died the same way as Mr. Cha (no apparent cause of death, nobody knows).
TL;DR: Seju killed Marco, and is constantly killing zombie Marco. But since he killed someone, Seju is hiding from everyone.