Some good theories here. First of all, I think Locke left the money in the hotel room.
As far as Helen; maybe she became upset because Locke didn't tell her that her father was alive, even after she received the visits from the thugs - that would have really ticked me off.
I find their John and Helen's relationship a bit confusing, mainly because not much about it has been shown to us. For example, we don't know how much time went by between when she gave him the 'ultimatum' and reading about his father's death. Maybe it had been a long while and she felt that he was over the whole thing and then suddenly found out that not only was he helping his father out, but putting the both of them in danger and not even letting her know.
Oh, and I like the idea that she's possibly in on the whole thing, but I don't think it's true. Of course Lost has proven me wrong over and over again.
