"Out there" refers both to the TV slogan that "the truth is out there"...

...and the phrase "out there" which means irrational, a little crazy.

Don't work too hard trying to dissect Sully's M.O. here—aside from making a veiled reference to Men in Black, she's just fucking with this guy's head and, as usual, covering their tracks by making their actions unbelievable to police reports.

(To Tim and others-- thanks, I know the HTML tags are not fully functional just now. I'm hoping to fix this by the weekend.)