I think what you said could be what happened; it's just his coping mechanism (I remember he even mentioned going to a therapist and even took medicine, so yeah, it's that bad).
And about the voice, if I remember it correctly, he did start to accept the truth, and that voice is like a small intrusive side of him that wants to take revenge for what happened to Alex, but who knows, it could be one of those ominous characters we didn't meet yet.