Ah you're encouraging my inner geek... speculation and analysis.
Deb was stunned, but I bet she'll revisit that thought later about Dex. She tends to overanalyze everything. And the whole ice truck killer (i wanna write ice road trucker but that's a different show).
Yeah Dex will probably call the cops and say its a revenge for trying to solve the case. I bet the older kids go to grandma and grandpa, and the baby stays with Dexter.
Dexter kind of let Arthur finish the cycle himself by letting the toy train go and playing the "Vera" song, while killing him. Killing the innocent 10 year old left inside Arthur... but then again, the cycle was left unfinished, maybe the Arthur's son will complete it for him? (maybe I'm reaching).
Will Dex get the money to Arthur's family? will they ever figure who "kyle" was?