Feels like something I'd catch on Adult Swim at 2am.
Watched the other episodes to see where you were going with all of this.
Nate is my favorite of the characters. Hellish duplicates trying to kill him means he has something to hide which makes him far more interesting.
Dan is too passive, observing everything around him and not doing much about it. I wish he'd object to the absurdity of his situation. He just let himself get dragged away by the creepy pizza parlor owner without objection.
Dave is too boring. One second I think he's optimistic with his comment on the crappy neighborhood, the next he's irritated with people at his new place. It's hard to get a read on what kind of character he is. I wish Dave had purpose. He should be helping Dan get adjusted to working at Thrift Video- maybe be more optimistic. I'd find it funny if it was his idea to throw a party and have the Pizza Owner and Clown do the catering. He should be oblivious to the innuendos and dark nature of the Clown and Pizza owner- It would allow them to stick around and antagonize everybody just because Dave loves the pizza too damn much.
While the story is all over the place, I definitely get a "for fun" feeling out of it and enjoy it.
Keep it up! I hope things get more fleshed out in future episodes. Great job!