Was anyone really asking, "Whatever happened to Kitty?" I'd think we'd be more curious about Mycroft or Lestrade, but okay. After all the Shinwell, maybe Kitty is a relief.
We gloss over the fact that Kitty is wanted for murder by saying she sent Gregson a letter, so that when she arrives at the precinct, she is welcomed with open arms and much love. "Must've been some letter," mutters Watson, as if hanging a lampshade on it excuses it for being a plot convenience.
And why is Kitty back? Well, someone she helped Holmes put away in prison is now out on good behavior and people connected to his case are starting to die. So the concern is that Holmes and Kitty are on the hit list. "Get them before they get you," more or less. Until the guy they think is behind the hits ends up dead himself.
Someone appears to be covering up evidence, too. When it becomes clear that one "natural causes" death may actually be a lethal injection that prompted a heart attack, the body is dug up in the dead of night and set on fire before it can be exhumed and re-examined. Hmm.
There seems to be a Red-Headed League threading through all this, as red hair abounds from various sides, including a strand (dyed from gray) at the scene of the body burning.
Oh, and Kitty has a baby. ::shrug:: I guess this gives her more to lose? That's the usual dramatic reason for giving someone a sudden wife/husband/child/pet.
The episode ends with Holmes being taken into custody because the government was behind it all along. Or something. It's not entirely clear because it was a cliffhanger. Maybe they'll enlighten us next week.