The Capture episode 4 delivers some answers – and a LOT more questions

• Meet the cast of BBC conspiracy thriller The Capture
• Where is The Capture filmed?

So if you – like us – are trying to untwist this twisty conspiracy thriller and work out what on EARTH this is all about, we've got it covered. Here's a breakdown of all the big questions we have after episode four:

1. Who are the "Pilgrims of Justice"?

Right at the end of the episode, Shaun barges his way into a room full of people drinking a toast to the "Pilgrims of Justice" – including his ex-lawyer Charlie Hill (Barry Ward) and the mysterious young man he chased out of Hannah Roberts' flat.

Shaun has been (reluctantly) let into the meeting by the enigmatic Alma (Adelayo Adedayo), who had kidnapped him and whisked him away from the police manhunt earlier in the evening.

In an unmarked black van driven by another of the men in the room, she'd removed Frank Napier's tracker from inside his shoe, told him he was with the "good guys" now, and then led him through the streets of London via CCTV blindspots to a nightclub where they could apparently "talk" (scream in each other's ears).

But Shaun remained suspicious, and when he spotted the bloke from Hannah's flat in the crowd, he followed him to a locked door and demanded to be allowed through.

Now here he is, at a meeting of the "Pilgrims of Justice" – having apparently turned up before he was expected. ("I'm sorry. He wouldn't wait," says Alma.)

But who ARE these people?

As Shaun approaches the secret meeting room, lawyer Charlie is reciting a gender-swapped version of John Bunyan's The Pilgrim's Progress, usually sung as a hymn: "No foes shall stay her might / Though she with giants fight / She will make good her right / To be a pilgrim." He adds the words "a pilgrim of justice," and everyone drinks a toast.

But who is "she", and who the "foes" and the "giants"?

It looks like the Pilgrims of Justice are some sort of anti-surveillance activist group using the London nightclub Printworks as a meeting spot. They've mapped out the CCTV blindspots of London so they can move between them without detection.

While Alma refuses to tell Shaun anything much, she does start to explain about "corrections" and how CCTV footage is being tampered with to create false evidence.

However, we still don't know how they're involved with all this, and where they're getting their info from, and how Shaun fits into their plans. Or why that man had been in Hannah Roberts' flat at all.

2. Why is Shaun's ex-lawyer there?

This has us stumped, to be honest.

Lawyer Charlie Hall worked alongside Hannah Roberts (Laura Haddock) to clear Shaun of his wrongful conviction. He seemed genuinely shocked when Hannah went missing, and even more shocked after seeing the CCTV of Shaun apparently attacking her in the street.

After that, he refused to represent Shaun any more – and appeared to think Shaun was guilty. He was distressed to see on the news that Hannah's body had been found.

Now, the "Pilgrims of Justice" seem to have stepped in to help Shaun and clear his name. So did Charlie disbelieve the CCTV footage from the start, and was his earlier behaviour a bluff? Does he know what really did happen to Hannah? Could he have actually been involved in her murder? How is he mixed up in the wider conspiracy?

3. Who was Hannah Roberts?

Commander Danny Hart (Ben Miles) said something really strange when Rachel confronted him at the Shard.

Danny: "I'll tell you this. A soldier and a silly b*tch. If that video was faked I swear on my children it wasn't anyone we know."
Rachel: "Why would you call her that?"
Danny: "How far did you even look into the victim, detective? Ask yourself this. When did you last hear of a human rights lawyer defending a British soldier?"

This is puzzling. What else is there to know about Hannah Roberts and her background? Or her motives in representing Shaun?

The only theory we can come up with is this: Hannah also belonged to the Pilgrims of Justice, and she was a thorn in the side of the intelligence services (like the CIA), and they decided to have her taken and killed while framing Shaun for murder. But that's only a theory, and we'll have to wait for the real story (hopefully!) in the final two episodes.

4. Who really killed Hannah Roberts?

In episode four, we learn that Hannah has only just been killed: she's been dead hours, not days, and rigor mortis hasn't set in yet.

The victim must have been held in captivity (Where? Who by?) and murdered shortly before her body was placed in the boot of Mat's car, ready for his friend Shaun to borrow it. Perhaps Mat (Tommy McDonnell) was ordered to kill her, or perhaps he was just ordered to plant the body.

At this point, we're thinking that Frank Napier (Ron Perlman) and DSU Gemma Garland (Lia Williams) may be responsible for Hannah's death. Both have gone to great lengths to "disappear" and edit certain CCTV footage, and now they've conspired to get Rachel suspended from the police because she's digging too deeply.

We also know that Frank has a basement full of padded cells at 42 Gastor Square (not the "fig leaf" property at 48 Eaton Square) where Hannah could have been kept, and that he has no qualms about using extreme violence to achieve his aim – it was his men who beat video expert Marcus Levy (Paul Ritter) into a coma.

5. Why is all this happening? Who is responsible?

"If you knew what was at stake, you would walk away and pretend this never happened," Counter-Terror boss Danny Hart lectures Rachel in a furious argument at the Shard. And earlier in the series, DSU Gemma Garland also suggested there was so much she had to keep under her hat.

But with two episodes to go, it's still impossible to understand the broader conspiracy (or conspiracies plural) at play and what exactly could be at stake, or how framing Shaun (or killing Hannah) could possibly be part of this plan.

"Why is this happening? How many other suspects have you fitted up?" asks Rachel, suggesting (probably accurately) that the CCTV footage from her earlier SO15 Counter-Terror case was edited and planted to frame the suspects.

It looks like senior figures in the British police and intelligence services (Danny Hart and Gemma Garland) are working with the CIA (Frank Napier) on some shared purpose. But have they gone rogue, or do they have official backing? Who is calling the shots? What is going on?!

The Capture continues next Tuesday at 9pm on BBC One