This episode tells the heartbreaking story of the Calvary, that has been teased since the pilot, and it is devastating, knowing the story in advance really puts May's character in context, which is a strange thing about the show because they leave very small details that you can only notice on re-watch ( for example, Theta protocol was first mentioned in ep 9 or 10, before Puerto Rico) ...but the story of May has been consistently written since the pilot, the writers must have planned this episode way in advance or are very good at improvisation, either way, extremely impressive writing! Also I have to give credit to Ming Na, her performance in this episode was Emmy worth IMO.
May's story is not the only interesting part of the episode, we have Raina's power being revealed, we see Jiaying more and Daisy's powers. we also get a hint for future events that I missed the first time watching!
Only problem I have with this episode, Bahrain looks nothing like this, it's pretty much like Dubai with Skyscrapers and all that, however, they do get the Arabic right in signs and when the translator talks, so they did put some effort into it.