The general twist is that she doesn’t really come off as the villain of this film (though she certainly does not come off in a flattering light) - her current husband it turns out is actually a pretty terrifying sociopath who seems to possibly have a bit of a cocaine habit (inferred from the excessive sniffles and insane demeanor) - and he really becomes sort of the films main antagonist.
All of this is completely subjective so someone else could come away with a different take, but if there was a twist (which I would not say this is a film with an overt twist) - it would be this.
For me it was a window into insane wealth and privilege and the types of lives these people lead and the engines that power their sense of self importance and delusions. I do think it was a phenomenal documentary.
But yeah, window into insane wealth and privilege.
The big, big "twist" is SPOILER that last second reveal that Nathan did go swim in the ocean with Holmes and might have been compromised (as Seyfried wonders in the last few moments) and the film really is just another case of trying to make it seem like Holmes isn't the villain because Nathan came away liking Holmes.
(But that's also a game Fielder is playing in this film, how much you can trust him to be an "objective" observer, so not necessarily a twist following along from the beginning, but subtext made text in the last few minutes.)