For weeks it seemed like the cowboy gunslinger storyline (intentionally avoiding using his comic book name) was completely separate from the rest of the show. But as the events that lead to him killing off an entire saloon repeat themselves on a loop, it is officially revealed that he is in his own personal hell. So when our favorite angels show up to offer him the job of killing Jesse Custer, he has no problem accepting the task in order to escape the cycle of torture he has been forced to endure. The episode finally gave us clarity as to how his character and story fits in to the main plot, and finally put to bed one of the biggest mysteries left in the show. So while Jesse still has an enemy in Quincannon, he has a new threat on his way skilled and willing enough to put him in a grave.
Speaking of Jesse, he didn’t have much to do this episode. After escaping Sheriff Root’s car on the way to the station, he remained on the run for the entire episode. He eventually tries to visit Tulip only to discover that she’s gone. But his visit gives him a reason to finally check on Cass after leaving him to burn in the sun. After draining the mayor dry thanks to Emily tricking him into Cassidy’s room, Cass is almost completely healed from his last interaction with Jesse. Both Cass and Jesse finally bury the hatchet as their focus turns to using the direct line to heaven to communicate with god. But after realizing that they may need angel hands to use it, they decide to dig up a few from their previous interactions with angels in hope of figuring out how the use the phone.
Meanwhile, Sheriff Root inadvertently helped the angel that attempted to kill Jesse respawn after finding her body inside Fiore and Deblanc’s hotel room. With her arms and legs cut off, she was left alive and harmless. But Root chokes her to death under the assumption that he was performing a mercy killing, and now she’s back and after Jesse once again. There’s no telling how she will fit in to the finale, but it seems like with Fiore and Deblanc’s plan to use the cowboy to kill Jesse, along with Odin Quincannon still after his church, Jesse is starting gain more enemies than he’s prepared to deal with.
Overall, “Finish the song” was mostly setup to a bigger payoff in the season finale. Aside from revealing how the cowboy storyline is connected to the current one, and that Tulip finally found her target she was after, the story remains relatively unchanged and in place. The story will have a huge payoff in the finale, and it seems like “Finish the song” was an episode mostly geared towards tying loose ends beforehand. But despite being mostly setup, the reveal of how the cowboy storyline aligns with modern day Annville is entertaining enough for the show to avoid feeling like it’s spinning its wheel and aimlessly moving forward like previous episodes. And judging by how it has setup the final episode of the season, we are in store for one hell of a finale.