The general twist is that she doesn’t really come off as the villain of this film (though she certainly does not come off in a flattering light) - her current husband it turns out is actually a pretty terrifying sociopath who seems to possibly have a bit of a cocaine habit (inferred from the excessive sniffles and insane demeanor) - and he really becomes sort of the films main antagonist.
All of this is completely subjective so someone else could come away with a different take, but if there was a twist (which I would not say this is a film with an overt twist) - it would be this.
For me it was a window into insane wealth and privilege and the types of lives these people lead and the engines that power their sense of self importance and delusions. I do think it was a phenomenal documentary.