WARNING: The following contains spoilers for The Third Day Episode 5, "Tuesday -- The Daughter," now airing on HBO.
HBO's The Third Day has quickly unraveled the mystery behind the show's pregnant woman as the final arc "Winter" builds to its conclusion. Viewers discover it's none other than Jess, the woman Jude Law's Sam had an affair with on Osea Island during a Celtic pagan festival nine months ago. She's also the one who betrayed him to keep him stuck on the island as its king. However, the penultimate episode of the season makes it abundantly clear that Jess wants her child to be next in line for the Osea throne, turning her into a demented villain to ensure this succession can occur.
Jess is the focal point of the episode, as her screams wake up Helen and her daughters, Lu and Ellie, up at the Martins' inn. Helen, a former vet, realizes there's no medical aid on Osea, and she helps turn the baby in Jess' uterus. Unfortunately, Jess flees, depressed over how the island is divided on the child's fate. Helen, angry when she finds out Sam was also on the island and that the Martins were lying, also opts to leave as she realizes Sam's on the island with another woman, not knowing it's Jess.
As they depart via the causeway, they find Jess preparing to drown herself. Helen rescues Jess and takes her to a nearby building that's under construction as Jess goes into labor. Thankfully, Helen delivers the baby, basking in the glow and love that Jess has for her daughter. However, Jess wants Helen to go fetch the father, Sam, who's in the Charrington Mansion. At this point, Helen finally wraps her mind around everything. She doesn't let Jess know her identity and heads off to meet Sam, which was the purpose of her visit initially.
Meanwhile Ellie runs off with Jess' other daughter, Kail, to explore the sinister island, and Lu's left to babysit Jess and the newborn. Unfortunately, she slips up about how she lost her brother, Nathan, which reveals to Jess that this is Sam's child too. Her psychotic turn occurs here, as Jess hides Lu's phone and takes a knife from the kitchen while Lu gets water for them. Jess thinks she's blocked the escape route and admits she won't let anyone ruin her baby's chances of being the queen of Osea.
This newborn is not like Jess' other girls who had a different dad. Her baby has Sam's blood, was born on the land and at least half the population believes she might be able to bring a bountiful era back. It's why Jess, who hid her religious fanaticism well in the first act, lunges to slice Lu up, but luckily the girl slips through a window. However, as the deranged Jess screams at Lu, it's clear she'll be using her loyalists during the civil war to attempt to kill off Helen and her daughters, as she doesn't want their kingdom threatened by other heirs with a more rightful claim.
Starring Jude Law, Naomie Harris, Katherine Waterston, Nico Parker, Charlotte Gairdner-Mihell, Paddy Considine and Emily Watson, The Third Day airs Mondays at 9 p.m. ET/PT on HBO.