I loved this scene. It's wonderful that some of the most significant insight we get into Mick and Coraline's relationship comes not from them, but from Josef. I love that he didn't sugar the pill - he knows there's something going on with Mick and Beth but he still gives it to her straight, tells her the depth and power of Mick and Coraline's relationship. It reinforces the conversation Mick and Beth had about the intense affair - but "terrifying, self-destructive freak show" is a hell of a lot stronger than that!
I was always a little uncomfortable with Beth's determination that she is central to all of this, not just by being kidnapped, but by being somehow special and significant. To me, her significance is as the catalyst for Mick walking away for good (and by extension, killing Coraline), not because there was something inherently special or valuable about her. It may well be that the writers' intention was that there WAS something special about Beth (e.g. her blood) but the way Beth brought it up here just seemed out of sync with the rest of the conversation.
Red