The Killing Eve Season 3 finale begins in the Royal Albert Hall, as Villanelle heads to the balcony. But she's not meeting up with Helena. Carolyn is waiting. Villanelle says she wants to know what MI-6 is like. Carolyn is surprised by the inquiry, are things not working out with Helena? (How does Caroyln know Helena?) Villanelle says things are fine; the Twelve love her, they've promoted her, it's just... she wants a new challenge. But Carolyn isn't interested in hiring Villanelle, not unless she's offering to kill for them. After all, she was only trained to do this one thing, and she's no use to them otherwise.
Villanelle: Dancing's not my thing
Eve: Mine either, but it's good to try new things.
Up in Scotland, Konstantin is discharging himself from the hospital. But he won't leave without checking in on Dasha, where their conversation reveals a twist. Villanelle and Dasha never discussed why her protege moved on to a new handler, or Dasha attempted to kill her to prove Villanelle wasn't ready for prime time. Konstantin says Dasha should have seen Villanelle turning on her a mile away. Dasha sneers Konstantin made her girl soft, before calling him back to hold her hand. Konstantin obliges, before telling her she will die in that room. What he did to the tube in her hand is not clear, but it doesn't matter. Dasha is dead.
Villanelle has gone to a ballroom dancing club, where Eve arrives to meet her. Their greeting is awkward since neither attempts to kill the other. Villanelle tells Eve this place is where she made her first kill, a tango-champion police officer. She wonders aloud what would have become of her, had she refused. Eve can tell something terrible must have happened to Villanelle, but what? When she doesn't answer, Eve asks her to dance instead. It's a lovely moment... until Rhian walks in.
Villanelle pushes the paperwork to get Konstantin's Geneva funds into Eve's hands. When she asks what it is, Villanelle tells her it's freedom, and to go. Rhian walks up and says Helena wants to see her. Villanelle responds by grabbing the girl and whirling her around the floor. At Rhian's insistence, Villanelle accompanies her to the Tube station, where she pokes and prods her keeper until Rhian snaps, shoving the assassin up against the wall. The sooner Villanelle flames out, she hisses, the sooner Rhian will have her job. Until then: "Come quietly, little sheep." It is the wrong thing to say. RIP Rhian.
Back home, Geraldine has written Carolyn an apology letter. In her Geraldine way, she is reading it aloud, apologizing for sleeping her mother's former lover, for judging her and finding her wanting, for everything Carolyn wishes the girl would not say out loud. When she is done with this excruciating laundry list, she tells Carolyn it's her turn. Carolyn picks up what looks like a diary, opens it to a blank page, and gets right to the point. "Dear Geraldine: I think it's time you left." Team Carolyn, y'all.
Konstantin's note takes Eve to Bridgeway Bets, where she figures out it wants her to go upstairs and find the owner, Bruce (Jack Chissick). He's confused because she has the code to "The Russian's Box," but she doesn't look like someone who'd be mixed up with them. One deadly glare from Eve changes that opinion. Inside the locker, there's a bubble wrapped brick. Cash? Not exactly. As Eve leaves, Konstantin hurries up, saying he's here for that package, it's no use to Eve. She opens it, disbelievingly, only to find a Matryoshka doll. Is it a joke? When Eve threatens to destroy it, Konstatin admits the barcode on it opens yet another safe -- one with everything he needs to run.
While Eve is dealing with this, Carolyn has gone to the Bitter Pill, where she's shocked at how deferential everyone is to her. (Bear even goes so far as to call her"Ma'am.") Jamie has asked her there because they've had a breakthrough. Bear's secret camera to find out who was stealing his tangfastics recorded someone showing up the day of Kenny's death: Konstantin. The Bitter Pill is a busy place today, too, because shortly after Carolyn heads out, Villanelle waltzes in to wait for Eve. The staff realizing, who she is, stare in fascination.
Konstantin has another chest pain, and Eve helps him to a bench. He grabs his phone and calls Villanelle, demanding she tell Eve to give him the package, Villanelle refuses, trying to yell through the phone to Eve that she's at the Bitter Pill. Eve doesn't hear her, but guesses Villanelle did not say to give Konstantin his property. Konstantin's phone rings again, but Villanelle hasn't called back. This time it's Paul, demanding he come at once. Eve, being Eve, insists on accompanying him, though she has no idea where they are going.
When they get to Paul's house, Carolyn is also there, with a gun to his head. And Villanelle is just behind them in arriving. Hey, hey, the gang's all here for the big confession. Konstantin admits he was at the Bitter Pill, and he and Kenny were on the rooftop. But he was trying to recruit Kenny, a last-ditch effort to keep him safe from Paul. The fall was an accident. Carolyn makes Konstantin get down on his knees, putting the gun against his head... before turning last-minute and shooting Paul instead. Whatever was between them, if Konstantin was Kenny's father, we'll never know, but it's enough that Carolyn can't kill him. He grabs the package from Eve's bag and leaves, asking Villanelle to come with him.
To everyone's surprise, Villanelle refuses. Eve leaves in a fury that Carolyn didn't try to keep Paul alive for questioning, and Carolyn tells Villanelle to trot along after her. She'll call in Paul's death, a suicide, of course. Villanelle catches up to Eve on the Tower of London bridge. Eve tells Villanelle she killed Dasha. Villanelle scoffs; no, she killed Dasha. (Actually, Konstantin killed Dasha, but I digress.) Villanelle admits to Eve she doesn't want to do this anymore. Eve responds she can't go back to living a normal life. Villanelle disagrees, She makes Eve turn her back to the assassin and says now they walk away and don't look back. But they don't get very far before both stop, turn, and stare. Whatever happens next, they will never be able to walk away.