Itâ€™s clear in â€œCape Mayâ€ that after Elizabeth Keenâ€™s death, Raymond Reddington is an absolute wreck. He is seen sleeping in a safe place but is ushered out by the owner for overstaying his welcome. Red has never been seen as this disheveled. Without Liz, Red seems to have lost his purpose.
Red is trying to find some way to blame anyone but himself for Lizâ€™s death. While he may not have committed the act himself, Red is in no way innocent. He interrogates her doctor, Nik. Nik tries to assure Red by saying, â€œI kept her alive long enough to make her a mother.â€ Nik doesnâ€™t want to die, but Red tells him that everyone dies sometime. Although we never saw the end of their conversation, I hope that he didnâ€™t kill Nik.
Red takes a cab to Cape May, New Jersey and proceeds to purchase the cab from its driver. Red ends up at a pier by the beach where an inn has long since been closed. Red sits on the beach until he sees a woman. She takes off her jacket and necklace and walks into the ocean. Understanding that she is trying to kill herself, Red runs after her and brings the woman ashore. At this point, youâ€™re probably remembering that this is exactly how Red described Lizâ€™s motherâ€™s suicide. Alas, Red takes the woman into the inn.
Now, the woman claims that someone is out to kill her. Red promises that he will protect her at all costs. They have a heartfelt conversation. Red tells a story about Liz. He says, â€œThere was a woman and her child. Both were doomed; both would die. I could either save one or lose both. I chose the child. It was the worst thing Iâ€™ve ever had to do in my lifeâ€¦ worst thing by far.â€ The woman says that he didnâ€™t have a choice, but Red doesnâ€™t believe that. At first, it seems that he is talking about Liz and Agnus, but he later reveals that he was referring to Liz and her mother. He says that no matter what he did, all he brought Liz was misery, violence, and eventually death.
It looks like the woman wasnâ€™t crazy; there was an intruder. The woman kills him and says that heâ€™s one of them. She knows that there will be more. Red and the woman prepare to fight. Red isnâ€™t going to leave her unprotected. They have a few bonding moments, most notably over both of them killing many people. Red explains that there arenâ€™t many of them out there and you learn to recognize it.
Sadly, we didnâ€™t get to see much of Tom and Agnus this episode. Tom asked for Red to stay away from him and his daughter. Red is clearly hurt, but Tom doesnâ€™t care. Red explains that Agnus will need protection, but Tom knows that she only needs protection if Red is in her life. Tom asks for Red to leave and never see her again. He doesnâ€™t want Red to ruin Agnusâ€™s life like he ruined Lizâ€™s.
Red explained his conversation with Tom to the woman. She says, â€œYou believe there is nothing left for you.â€ The woman is still trying to kill herself or sacrifice herself so Red can leave. Red says that there must be a different way. She says, â€œWhat if you knew as long as you drew breath, she would be in danger? She would be hunted.â€ This woman is apparently doing these things to protect her daughter. She tells Red, â€œMy child is being raised by someone else. I am her mother, and I am dead to her.â€ As if this werenâ€™t proof enough that this is a manifestation of Lizâ€™s mother, she refers to Red as Raymond, but I donâ€™t remember him ever telling her his name.
Red and the woman prepare for these mysterious men and booby trap the inn. Once they take out all of the men, the inn is a wreck. In the light of day, Red starts to see the truth. The woman was never there and neither were the mysterious assassins. The inn is exactly how he found it; no damage has been done. Red then sees the woman walking into the ocean again, but she disappears. Red asks a man with a metal detector if he saw the woman. The man says that no one has been on this beach in ages, except for Red. The man finds a locket that Red buys. It seems that this locket belonged to Lizâ€™s mother. He sees her once more, and she says, â€œRaymond, you did save me, through her. You chose well.â€