I'm not going to tell you what they did--it's a huge spoiler--but it was one of those things where they reveal the truth behind a major plot element, at the very end of the episode, and all the implications hit you at once, like a freight train...and then the episode is over, leaving you to ponder what it all means.
There are only a couple of episodes left in the second series. I really hope there's going to be a third one. It's just so damned good; the more I see of it, the more I love it. I like it more than I like the anime, which is saying something, because HYD is one of my all-time favorite series.