WARNING: If you don't want to know what happened in this episode, don't read this photo recap!
Arthur and Grace are headed out of Red River after killing that weird Sheriff dude with no eyes. And you know what's clearly becoming a bit more important? That book Arthur's carrying around. Where'd he get it? What's in it?
They arrive near the Scar to find a Chinese food restaurant, where Arthur is served soup of some kind. It makes him either hallucinate or end up in another dimension, where he sees a dead version of himself. He also sees Aki, who basically invites him down a Wonderland-esque rabbit hole.
Things get super weird for Arthur on his trip through Aki's nightmare world. In one version, he's married to Grace, and they have a child that they have to feed to the garbage disposal. The whole house runs on blood.
Having to escape from the weird perfect TV life, Arthur and Aki end up in a hallway much like that asylum from earlier in the season, but all memories of things we've seen. Also the number 1031. Aki tells him that something in these memories is the key to getting him out of his current state of unconsciousness.
But of course he does and as Arthur manages to escape the strange DaVinci painting of all the Blood Drive racers, he bumps into a nightmare version of both Christopher and Julian Slink, who remove some of his organs.
All of this is, of course, mirroring what Grace and the restaurant manager have been doing for Arthur, removing the bullet from his torso. Also? Grace realizes that she's also on a journey of her own - the manager has a photo of her sister Karma! What's going on?
All this time, the spooky horseman who is that no-eyed cop has been chasing everyone through Arthur's journey. That scares off Slink and Christopher long enough for Arthur to escape. (Also Christopher was super occupied with eating his own arm for some reason.)
In flashback, we learn that Arthur was long ago caught stealing by Contracrime. He and a cop had a quick firefight and the cop calls Arthur a "demo" and seems to suggest he's a robot, but finally decides Arthur is human, and then relents and lets Arthur go.
The cop turns out to have been hit by a bullet. As he lay dying, the cop tells Arthur that if he wants to make it right, he should take the book he's holding. Arthur's going to carry on the work of The Cop. So THIS is Arthur's origin story.
Arthur realizes that the Horseman/No-Eyed Cop Sheriff that's been chasing him around is actually the Cop from his flashback. In order to keep going, he kills himself in the hallucination, and as his blood pressure starts dropping in real life…