Cool, so the TL;DR of this episode is that no one, no one knows where God is. "Dirty Little Secret" picks up where we left off last week with Herr Starr -- legit the most powerful man in the world -- meeting with Jesse Custer. Starr tells Jesse what the Grail is (cue a very confusing "Jesus has a one night stand" flashback), and then establishes what their purpose is. After one of the early disciples (Thaddeus?) recognized the awesome power of the Godhead turned Man, they intelligently tried to preserve the bloodline. That means, the baby fathered by Christ in the cold open has been inbred for 25 generations.
Unfortunately, that resulted in a Messiah that's woefully underprepared for His job. Jesse's final scene this week is coming face-to-face with Grail's only hope once the news about God has spread far and wide. Spoiler Alert: It's not good. "Jesus'" child has been inbred so much that he's barely capable of object permanence, much less world leadership. Jesse's not wrong about there needing to be some kind of order, but when a thousand-year-old religion is trying to predict what kind of order humanity needs, obviously some problems will arise.
As for the rest of the crew, Cassidy is still trying to parent the best he can despite negative results. He takes his son out to a bar and winds up cleaning up after the mess Denis makes trying to drink the blood of a prostitute. See, Cassidy'd grabbed Denis a couple of hookers on the supposition that he's been a bad dad and owes the boy/man/new vampire 80 years worth of birthdays. But Denis, as he showed us last week, likes the taste of human blood a little too much.
When it comes to Tulip, she has the worst time this episode. She's so emotionally discombobulated over the Saint, that she completely misses Featherstone's spy job when the latter effectively becomes friends with Tulip. It just goes to show what a sad state of affairs Tulip and Jesse's relationship is in when Tulip is so easily taken in by an agent who's barely putting forth any work. Julie Ann Emery as Featherstone is flawless, but the thing is, Featherstone is so coldly calculating, ambitious and, to be honest, sociopathic, that it's painfully obvious. I.e., it's heartbreaking to watch Tulip taken in by her. Tulip is no saint, but she's far from stupid, and, like Omar from The Wire -- she has a code. Despite Emery's capital performance, empathy and sympathy for Tulip rule this episode and make it hard to enjoy the other actor's skill.
Interestingly, though, despite Tulip's continued experience of him, it's Featherstone who discovers the Saint's guns and saber underneath the loose tiles in Denis' bathroom. At this point, Featherstone knows more about Tulip and Jesse's relationship than Tulip or Jesse does. In one episode, she's made herself uncomfortably intimate with Tulip and Jesse's journey, all the while it appears that the Grail has little to no interest in Cassidy, the vampire. It could be that Cassidy's such a feckless representative of the undead that Grail forces aren't interested in utilizing his services, or it could be that what we consider demonic is simply alien. Maybe vampires are just a different species that don't operate under the same rules we do.
In any case, we're still in the same place we were last week -- Jesse, Tulip and Cassidy's relationship is still in peril, the Saint is still alive and the Grail still holds all the power despite Jesse and Genesis' arrangement. If we tried to telegraph what would happen in the last four episodes, we'd undoubtedly come up with something bleak, but it'd probably be accurate. That said, there's still a strong chance things could totally zig-zag and our heroic trio could work out all their issues in the three episodes.
Stranger things have happened, after all.