I found out the solution myself.
You MUST interrogate all 3 executioners first; THEN go to the theatre where you'll be able to ask for mask and overall.
Once you've pasted that conversation, you can finish it anyway you want.
I just ran around the theatre and told this guy he was the one

Saves you a trip to the cathedral...
I went to the one near cathedral and interogated, then went behind the theater and told him he's it. Then I got that suicide cutscene and I have the savegame after this point. I can find no longer any of the other 2 executioners to interogate, nor Burakh in the pub. However I was able to finish successfully the day w/o the overalls quest and w/o the other quest that is asked after the overalls one. However I am still puzzled on how I could get that quest ...