@tom_g, believe you're right about that. It's definitely setting up that Stan's connection to Oleg is going to lead Stan to learn the truth about Phillip. Either from Stan following Oleg and seeing Phillip meet with him or maybe even Oleg telling Stan to work with someone he knows to stop Elizabeth and that someone ends up being Phillip.
Episode 3 was just ok in my opinion. The way the guy that Elizabeth killed reminded me of the movie In The Line of Fire where John Malkovich felt that he had to kill the bank woman just because she mentioned that she was from the same place that he was using as a cover.
I did really enjoy the dialogue between Phillip and Elizabeth when Elizabeth was saying how she hated it in the USA and how the people back home didn't want to change and Stan called her out on it (and then Elizabeth made the same counter to him).
Additionally, I did enjoy Stan and Oleg's conversation as well. And it's funny because Stan was telling the truth but in Oleg's mind there is no way he could ever believe what Stan was saying.
Why they keep Henry around, I don't know. Why we need to listen to Stan's girlfriend or wife, not entirely sure either unless there is some sort of twist coming (although I hope not). The Paige stuff is just annoying as Elizabeth just wants too bad for her when Paige is not made out to be in the position she's in and anyone can see that. The stuff with Phillip and the travel agency is pretty much a waste unless Phillip does something in the spy world to get money to pay for things. I know it shows a different side to Phillip but for a final season, I don't think we need to spend time on it.
Elizabeth is gonna kill someone every episode isn't she? Dude just had to go and blab about his girlfriend in the security department ...