If you notice it, you can see that in the afterlife the Italian girl's pasta is severed right at the level of her neck. I bet the SAS girl went for the throat...
A club is quite big, long, cumbersome, heavy and requires lots of strength to be lethal.
Not necessarily, just give it a good steel head with flanges. Sure you may have to hit multiple times to be sure they're dead, but knocking them out by the first hit will ensure they don't get to screaming and alerting their colleagues.
Jus' sayin', although it's indeed quite funny to see Orin of all people working as the Doll, I'd rather have Orin in the place as a fellow Huntress and Okuu as the Doll. Orin's a bit too mischievous and energetic for a noncombatant helper (her facial expressions and the artist's comments here both seem to suggest she simply finds the whole situation amusing and is cracking morbid jokes in her typical fashion), and Kos help us all if Okuu decides to eat another supreme being and get possessed again in turn...