Couple more observations after rewatching e2:
-I was wondering how the guests seemed to "teleport" from the hat room to the train. But if you pay attention you can see that the train car moves vertically like an elevator after each guest gets on. After the last guest gets on it reaches ground level and rolls off as part of the train.
-Teddy wears a black hat, and the Madame bot say unlike him, when she's done with a man he's still breathing. So, Teddy isn't a "good guy" host. He's some kind of killer/bounty hunter. Back in the 1st episode one of the guests mentioned that Teddy could guide you to the sickest most depraved parts of the park.