The Bridge, series 4 episode 1: it was a violent return for poor Saga Norén

Something was once again rotten in the state of Denmark – and pretty bleak in Sweden too – as the Nordic noir thriller to rule them all returned for its fourth and final series. 

A top immigration official had been found stoned to death. It was a brutal murder and also, it appeared, an ironic comment on a recent decision, by the victim's government department, to send a gay Iranian back home (homosexuality being historically punished by stoning in parts of the Middle East). 

Enter Henrik Sabroe (Thure Lindhardt), glummest policeman in all of Copenhagen (still visited by the ghosts of his dead children on a daily basis), with a boorish partner in tow. But what of the show's true star – introverted Malmo cop Saga Norén (Sofia Helin)?

As fans will remember, she'd been accused of murdering her mother and locked up. Saga was still behind bars and, even by the standards of tortured Nordic anti-heroes, having a miserable time – even before that particularly violent final scene. 

1. Is Saga Dead? 

It certainly looked that way as an obsessive fellow-prisoner coshed Norén over the head to prevent her leaving her side. Down Saga went, blood on her hand and neck. The beautifully composed final image was of Saga spread-eagled on the floor in a Jackson Pollock-esque spatter of red. In the run-up to the latest season, it had been heavily hinted Saga might not live to glower another day. But they wouldn't off her right at the start, surely? 

2. There was another metaphor-soaked death for Henrik to get stuck into. 

People aren't simply killed on The Bridge. They are ritualistically slaughtered, their corpses arranged for maximum socio-political impact. So it was all the way back on series one when Seven-esque serial killer the Truth Terrorist used murder as a conduit for his progressive views. 

A similar motive appeared to lie behind the latest outrageous death. Margrethe Thormod, general director of the Migration Agency in Denmark, was found stoned to death beneath the eponymous bridge linking Malmo and Copenhagen. Her department was recently embroiled in scandal, functionaries filmed hefting champagne flutes to celebrate a deportation announcement against a gay Iranian, Taariq Shirazi. Was this an Old Testament retribution against the decision to potentially send an innocent to his death? 

3. We already know who the villains are – but we don't yet know what they are. 

Henrik and his superiors have connected the killing to Red October, a deeply nebulous left-wing group. "No film, no spokespeople," a terrorist expert told Henrik. But we were apparently introduced to the brains behind the conspiracy as the friend of terrorised mother Sofie (Lisa Linnertorp) offered to find a new home for her and her angry yet malleable son Christoffer (Erik Lönngren). "Sofie would fit perfectly," he told a female colleague, adding that the boy was, "Angry, powerless but compliant." Were this mild-looking pair the villains of the piece? 

4. Assuming she isn't dead, things are looking up for Saga

Norén has always detested the company of others and enjoyed spending long spells on her own staring into space. So one might think she would be at home behind bars – and that even a stint in solitary conferment as punishment for her scuffle with a cop-hating inmate would not cause undue concern. 

In fact, prison was an ordeal. She required a routine, she confided to Henrik during his glum conjugal visit (in Nordic Noir everyone is miserable even during the love scenes). But it had to be her routine and that wasn't possible when locked-up. 

The outlook brightened immensely as new testimony from a psychologist led to her exoneration for killing her mother. She was a free woman – or would have been if her obsessive fellow-prisoner hadn't just coshed Saga into oblivion. 

5. Are we supposed to be tickled by Jonas – or hate him? 

He urinates in public, drops racial and homophobic slurs with visible relish and turns up to important meetings in annoying knitted sweaters. It's not yet clear whether Henrik's new partner Jonas Mandrup (Mikael Birkkjær) is intended as comic relief or a thorn in his midriff. The hope must be that Saga is a) alive and b) partnered with Henrik at first opportunity. Jonas is a joke that is going to wear thin quite quickly. 

6. What was the victim up to before she died? 

Instead of taking a taxi to the airport for her flight to Oslo, Thormod had nipped around to a gay bar owned by a man sheltering the on-the-run Taariq. What was her game? And were her husband and the assistant with whom he was suspiciously pally as ignorant as they appeared? 

The conspiracy deepened as it emerged that Taariq had rented a room belonging to the sister of the proprietor. As they returned to investigate further, Henrik and Jonas blundered into the fugitive – who sensibly scattered. 

7. Was there too much coincidence in the episode? 

Unless Copenhagen is far tinier than previous seasons led us believe, it seemed awfully coincidental that the violent taxi driver who dropped Thormod at her rendezvous would later track down is ex-wife Sofie, sending her fleeing into the clutches of what appears to be Red October. Lazy writing? Or was there more to this apparent dove-tailing of circumstances than met the eye? 

8. How will the journalist and is evil (ish) twin influence the story? 

Sneaky Patrik (Pontus Pagler) has been having a merry time seducing strangers by passing himself off as his famous reporter brother Richard (Pagler again). But there was payback when Richard was contacted by Red October and he brought his twin along as backup. Red October backed out from the rendezvous when they spotted Richard had brought a pal. Later a mysterious assailant struck as the brothers said their farewells for the evening. Had the terrorists hit back so soon?