The Capture: 5 questions we have after those major twists in episode 2

• When is The Capture on TV? Who is in the cast and what is it about?
• Where is The Capture filmed?
• Meet the cast of BBC conspiracy thriller The Capture

Here are the big questions we have after episode two:

1. Who has taken Shaun and what do they want?

"Is anyone going to tell me where we are?" asks Shaun, quite reasonably, seeing as he has just been kidnapped by a taxi driver and taken to a fancy London house and handed over to a bloke with a gun on his belt.

He gets no answer. Instead, a guard directs him through a door marked "Private" and down to the basement where he's hustled into a cell. Watching the jail cell camera feed in a room next door is a young nerdy-looking American called Eli Jacobi (Alexander Forsyth), who turns to his boss and says: "Toy soldier is contained, sir."

That boss, a deep-voiced American named Frank Napier, is played by none other than Ron Perlman.

But who are these people – and what is this place?

If we believe the evidence of our eyes, the house is located at 48 Eaton Square in London. The actors involved in the scene are billed as "safe house operatives" and "covert operatives" in the end credits, and that's a suggestion made by DI Rachel Carey (Holliday Grainger), too.

The American accents might suggest that these are CIA agents on some secret mission. Alternatively, these could be American terrorists of some variety.

But what do they want with Shaun?

Also, did they know he was going to try and break into Hannah Roberts' flat? Did they plant the 'thief', and have him run away, and jump in the red car? Did they have the London cabbie on standby, poised for Shaun to jump in and chase the car? If so – how did they plan all that? And if he hadn't made those decisions, would they have grabbed him off the street anyway? So much to think about!

2. Is the CCTV feed doctored? How can it be different?

Something EXTREMELY FISHY is going on, that's for sure. At the exact moment DI Rachel Carey (Grainger) is sitting in a room in Counter-Terror watching Shaun exiting the black cab and walking into 48 Eaton Square in Belgravia on a live CCTV feed, DS Nadia Latif (Ginny Holder) and DS Patrick Flynn (Cavan Clerkin) are staring right at that front door and seeing nothing.

"No taxi, no caucasian males," says Patrick.

"I can see him," insists Rachel.

So how do we square these two contradictory truths?

You could suggest that the CCTV footage of Shaun leaving the taxi was manipulated in real time, in the same way as the CCTV of him attacking Hannah was (supposedly) faked-up.

But unless Frank Napier's operation mocked up an identical 48 Eaton Square in a parallel street, Shaun Emery must have gone into that building, because we (the viewers) watched it happen.

You could suggest that Nadia and Patrick actually arrived too late to see him go into the building, or to see any sign of the taxi; that the CCTV footage Rachel was watching was on a time delay (accidental or on purpose?), and that those events took place a few minutes before she watched them.

But Nadia and Patrick had been tailing the taxi closely, so that seems unlikely. Still, it's our most plausible theory as we rack our brains to work it all out...

3. What is the connection to MI5?

"We don't know whose turf we're treading on," Rachel warns her team as she glares at the door of 48 Eaton Square.

"What, the same people who took our case away?" asks Nadia.

"Maybe."

Rachel had already watched the CCTV footage of a stern-faced woman with short, white hair collaring her boss DCI Alec Boyd (Ralph Ineson) and informing him that the incriminating CCTV of Shaun "attacking" Hannah was now redacted, and therefore unusable in court.

The woman is credited as DSU Gemma Garland (Lia Williams), and from her own digging, Rachel reckons she's probably an MI5 spook.

But what is MI5's part in all this? Why would they want to kill the case against Shaun? And is Garland in league with Frank Napier and Shaun's American captors?

4. Does Danny Hart have an agenda?

We get the feeling that Commander Danny Hart (Ben Miles) isn't telling Rachel everything he knows, beyond warning her not to tread on any toes in MI5. He seems alarmed at the idea that Rachel is going to keep on investigating this case.

And Rachel's previous Counter-Terror operation, Sycamore, keeps coming up. Is there some kind of connection?

5. What has really happened to Hannah?

At the centre of the whole drama, let us not forget, is a missing young woman: Hannah Roberts (Laura Haddock). But with no body having been found in the river, we still don't know whether she is alive or dead – or what really happened to her that night.

The (now redacted) CCTV appears to show Shaun attacking her and kidnapping her on the night he got out of prison. But there were no signs of her DNA anywhere in his car, and there is no body, and he insists he didn't do it, and he says the footage is doctored, and the surveillance officer says the body language before the attack was all wrong, and everything that's happened since has made us wonder if someone is setting him up.

However, her whereabouts is still a mystery. According to the CCTV from the bus, she didn't hop on like Shaun said; and Shaun also has these flashbacks (memories or nightmares?) of maybe having actually attacked her.

Also, her flat is empty and she's not answering the phone and she's not been to work, so if Shaun didn't take her, someone else probably did...

The Capture continues on Tuesdays at 9pm on BBC1