Mickey's character irony
For a missing person/murder victim, Mickey is not a person whom one might call a "victim." She was often reported to be very kinky, but also aggressive in bed. She often pushed things too far with people, her partners report, but yet, she is the one who dies. She is a poet, and her poetry is diverse, some of it verging on macabre, disturbing or even "evil," as some people call it.
Jill's ironic affair
Jill figures out that Diana is down to clown around, but Diana is married, and she is also intimately involved with Mickey's life. Yet, Jill finds herself being Diana's lover basically the whole book through. The affair is doubly ironic when the reader learns who the murderer is. Also, Diana is an ironic person, because she is similar to Mickey in many ways, and because she is full of secrets. There is dramatic irony as the reader learns more about Diana's relationships.
The ironic admission
Both Diana and Nick like to strangle their partners, it seems, which is ironic, because neither of them should be doing anything suspicious, and yet, Nick straight up admits to murder when Jill agrees to sleep with him. The irony is layered, because Jill is ironically being strangled when she learns that this strangler is one of the ones who strangled Mickey in the first place.
The irony of sexual danger
Jill knows from the culture that it is not uncommon for poets to be sexually adventurous, but time and time again, sex is shown in this novel to have an unfortunate dark side. Sex is shown by the novel to be a thing of utmost danger, because sex leads Mickey to extremism, and the extreme versions of sex are dangerous, even deadly to her. Sex seems like it should be about love, union, and intimacy, but this novel features extreme people using each other.
The irony of Diana's love life
Jill wants to believe that Diana is secretly all hers. She wants to believe that Diana is just unhappy with her husband, but eventually she discovers that the husband already knows about Diana's philandry and he enjoys it, more or less. Jill continues to learn surprising things about Diana's love life, like that she slept with Mickey, and that she slept with Tony. Diana is a secretive person with many relationships.