It's not been easy (we were as confused as you were on first viewing) but after a bit of thought and some (okay, rather a lot) of help from the internet, we think we've finally got it and will post it below for the benefit of our visitors.
Obviously this will contain spoilers so please don't press the button below unless you've seen the final ever episode. We cannot be held responsible if you spoil it for yourself.
So thanks to Annabelle (and the other members of the twitter-verse for helping us out. We sure needed it.
Does this help? What were your thoughts on the episode? Did you think the ending was fitting to the rest of the series. Let us know below.
And if you missed it, you can see both episodes again on Wednesday 1st January at 10pm and 11pm respectively on Sky 1 / HD.