I have a question about Cynthia's costume. Do I have to get all 4 endings on a single save file, or can I save before the boss and get one ending on one, load the save again and get one ending on the other, and then do that again for the other 2? In other words, when I unlock an ending, does it count toward the game itself or only toward the save file I did it on?

You can only 1 ending per game , because it depends on how much you excorcise your apt and how well you take care of cynthia.

I can' t remember for sure, but I think I did get several endings with a single file. Not all 4 though, but it may be possible : you' d have to aim for the Good + ending first (take good care of both Eileen and the room), reload the file and let Eileen take a serious beating somewhere, reload the file and wait a loooong time till the room is haunted big time, and finally reload the file, let Eileen take a beating and wait for the room to get haunted.

One thing though : if memory serves Eileen leaves you shortly after the beginning of the last level (apartments revisited), never to come back again, so you' d have to keep a file at the beginning of that level rather than right before the last boss.

I can' t promise you it would unlock the outfit though, I doubt it actually.

Just finished SH4 and got the Escape ending, which never happens (I usually end with Eileen's Death). And I too, have trouble keeping Eileen safe and un-possessed.
This go-round, I made it through to the Water-Prison 2nd Pass without any sign of her becoming possessed, but when I got to the Building-World 2nd Pass I noticed her starting. So, I kept a close eye on her so she wouldn't get worse and then I stopped and saved at Room 302 after the scene with Joseph.
So I did a little digging online and found a way to "heal" Eileen completely on a Gamefaqs board. Now, I already knew about the one Holy Candle trick in Room 105 but it doesn't work - Eileen always dies before I can even get the spear section done in the final battle. But someone on the board said they used two Holy Candles before the final battle in two different places -
1st one: Foyer of 1st floor where you find Walter's drawing of "Daddy"
2nd one: Room 105 (superintendent's room) before you pick up the umbilical cord
So I tried this, just to see. I put the first candle down before I looked at the drawing of "Daddy" and she cleared up (I don't think this one is specific on before or after). Then I got to the superintendent's room and noticed during the cutscene that Eileen was already starting to get a little possessed again. But I put another candle down before picking up the umbilical cord - she cleared up once again.
Skip ahead to the final battle: I quickly used the umbilical cords and spears, Eileen was still with us. I grabbed the spade and just started whacking Walter with it and I killed Walter just before Eileen could walk into the thing.
Bottom line: It worked on this file, I don't think I would've gotten the ending if I hadn't done it all or just used one candle - however, before-hand Eileen was just moderately possessed if I read my guides correctly. I don't know if this would work if she were severely possessed.