A really good point! What I'd wondered is if the writers knew this and included the references to foreshadow the murderers' capture? It suddenly occurs to me that the plot is similar to the plot of Macbeth . . . the killer isn't a murderer by nature but by circumstance (it's been a long time since I've seen this episode).
I've always thought, Michael, that the reference was deliberate, and very clever. Besides coming from the Scottish Play that the characters are performing, the "dagger of the mind" line is spoken by a character who is going insane from guilt, because of a murder -- which, as you say, is exactly what happens at the end of this episode. It's one of the all-time best titles.