WARNING: The following contains spoilers for Killing Eve Season 4, Episode 2, "Don't Get Eaten," now available on BBC America and AMC+.
In Season 4 of Killing Eve, Jodie Comer's Villanelle had a crisis of faith. It resulted in her ending up in England, hiding away at a parish after being rejected by a caustic, angry Eve. Taking on the new identity of Nelle, she hitched herself to Father Phil and his daughter, May, hoping to find absolution through Christianity.
She's desperate to prove to herself and Eve that she can change and be a good person. However, since she just assaulted the show's version of Jesus Christ, there's nothing but doom looming after she's clearly given up on turning away from a life filled with assassinations.
Villanelle almost drowned May after being baptized, struggling to process if she was ready to begin another relationship after Eve shooed her off. She revived May, though, and when she went back to her room, she started hallucinating herself in drag as Jesus. This was her conscience manifesting, teasing her about redemption.
Villanelle tried to brush it off, wanting to prove that she could gain forgiveness on her own. Unfortunately, Villanelle incurred the wrath of May and the congregation on a field trip after berating Phil for his drunk-driving days that killed May's mom, Mary. She eventually overheard the father and daughter lambasting her as the "devil," so Villanelle snuck into their camping tent and killed them.
But on her way out, Jesus-Nelle appeared, harassing her for not showing fortitude on the second chance. Jesus joked that had Villanelle listened to her, she'd have been saved, but she self-destructed once more. Villanelle grew tired of the jokes, however, and beat up Jesus, choking and tying the "deity" in a tent. Jesus liked it, though, adopting Villanelle's traits -- a sadist who loved violence. Interestingly, she kissed Jesus and left, not giving in to the hallucination's requests to kill her. Villanelle had enough and wanted away, from the camp site and May, and her own mind. She couldn't trust people, nor could she trust herself, which tied back to her past in Russia.
As Oksana, she grew to hate the concept of family and religion, which is why she developed her bloodlust and become an assassin for the Twelve when she left home. Eve was the only person she met who could heal her rage, though, so when she got rejected, she tried to use Christianity as her savior. Realizing that Jesus didn't even chide her for killing Phil and May, and even made fun of it, Villanelle has now lost hope and is back to square one.
She doesn't have Eve or a belief God can cure her, which means she's accepting she can't change. Thus, chances are she'll become unhinged, which may end up hurting Eve's chances of hunting down the Twelve. Given her over-exuberance, Villanelle could once more force the issue and try to help Eve. But by going where she's not wanted, it'll lead to further heartbreak, with Eve reminding her she can't ever change from being a monster, thus crushing Villanelle's hopes of a happy ending.
Killing Eve Season 4 is now airing on BBC America, with episodes streaming next-day on AMC+. Seasons 1-3 are currently available to stream on Hulu.