I wanted it to be a bit of a Donnie Darko/Fight Club type story.
The woman in the beginning and the woman at the end don't have any knowledge of each other. Nor does the man have any knowledge except for a slight sensation when she dies, which is why she smirks.
When he takes the pills to try and kill himself, he slips away into another world, but after a while, he begins to realize the world is not real.
When he writes "the secret is out" on the piece of paper, it means he has realized that world is not real, so when he runs into the mirror, it's like him breaking out of a dream. In the real world, this is when he vomits up his medication.
The woman at the end who reads his message is a sign that his fictional world is coming true in small pieces.