Lockhart first witnesses the eels inside the sensory deprivation tank, which are known to cause hallucinations. Usually after several hours, Lockhart saw the eels within minutes. (https://en.wikipedia.org/wiki/Sensory_deprivation)

Lockhart's father killed himself in front of his own son when he was five. His Mom idolizes her dead husband and Lockhart doesn't relate to her. Lockhart works in a cutthroat corporate culture that gave the guy from the prologue a heart attack, sent Pembroke running for the hills/Swiss Alps, and drove his own father to suicide. Lockhart clearly has a ton of unprocessed psychological issues, issues that would come to the surface the moment he entered a therapeutic program, and was cut off from his primary coping mechanisms: work and smoking. With nowhere to funnel his excess trauma and anger, Lockhart projects his issues onto his caretakers, developing delusions of persecution, abetted by the facility's unconventional treatment methods (the sensory deprivation tank) amplifying his visual hallucinations. He feels his anger towards his father, really feels it, for the first time. But instead of feeling that anger for his own father, he projects it onto the nearest father figure: his doctor. (https://en.wikipedia.org/wiki/Transference)

Volmer even diagnoses Lockhart with unchecked guilt over the death of his father. For a incestuous rapist immortal murderer, that's a pretty astute observation. It's almost like he's a trained psychologist. And in order for Lockhart to move past his guilt, to accept that he wasn't responsible for his father's death, he'd begin to accept that his father is responsible. Lockhart's guilt turns to anger, anger at his father for abandoning him, for being a bad father. Isn't it odd how Lockhart spends the rest of the film fighting what turns out to be a horrible father figure?

Don't get me wrong. The Gothic Horror backstory is very convincing, and the film has no definite signaling for "this scene is real" and "this scene is not real". But why would Verbinski spend so much time developing Lockhart and his company and his traumatic backstory before we ever get to Volmer's wellness center, if it didn't provide context on the events that follow? Why does Lockhart's boss, upon seeing the burning wellness center, say "Lockhart, what have you done?" if Verbinski didn't want us to think of the burning wellness center as a bad thing?

"Once you eliminate the impossible, whatever remains, however improbable, must be the truth." What's more probable?

A traumatized everyman stumbles upon a science fiction conspiracy, ultimately centered around an immortal incestuous rapist father, and it all just happens to parallel his own personal issues.

Or

An undiagnosed paranoid schizophrenic, who really really needs therapy, resists his treatment, develops a huge delusion of persecution, and ultimately burns the whole place down.