I, myself, have always wondered about the conundrom that is B, J, and E returning to 1971 and having Liz act like they were there all along. The only explanation for it is that they must've returned to an alternate timeline, and therefore the three of them WERE there the entire time, having never gone back in time to right everything in 1840, since none of that ever happened.
I'm more with arashi these days though, because delving too deep into this stuff can really confuse you about what's going on with who and where.
And I've always thought that the two Roxanne's were one and the same. It makes total sense.