I think they tried to tell you in the opening scene by actually playing it in reverse and also the Polaroid erasing a little everytime he shakes it instead of becoming clearer is like what's going on with Lenny when his memories start to fade
Also my personal favourite scene was when he's with Dodd and they're both running and his memory fades and he's thinking- Why am I running? I'm chasing this guy. ... No he's chasing me
Yes! this is one of my favourite scenes from the movie as well, i love the dark humour