Coulson tells Ward that thanks to Simmons almost blowing them to kingdom come, "The Cage" now has magnetic shielding, which should allow it to prevent Hannah from using the power that totally doesn't exist. May enters and asks how Hannah is, and as we see her sleeping, Coulson says the dendrotoxin is wearing off and their next interaction with her will be crucial, which is why he wants May there. I have lost my patience for any cryptic bullshit, so let's cut to the chase: The situation is obviously bringing up feelings for May, but if Hannah doesn't stay calm and flips out, Coulson's going to want May in there all the more. Next!
Hey, Hannah's awake and guess what? She's whimpering and whining. Coulson gives her some water and introduces himself and May, and soon Hannah's asking "Oh Lord" what she's done; terribly overwrought and sappy music plays as Hannah self-flagellates, which Skye of course eats up, saying how sad it all is. I agree, but not the way she thinks. Simmons, however, announces that Hannah's brain waves are entirely normal and she's merely upset. After Skye unnecessarily blames May for that, she asks how May got her "Cavalry" nickname. Fitz and Simmons practically lick their lips as they see a prankin' opening, and they tell her a cock-and-bull story (although they name the correct Bahrain location) about a compound in which multiple S.H.I.E.L.D. agents had been taken hostage and tortured for information; May went in and single-handedly took out over a hundred enemies in freeing her fellow S.H.I.E.L.D.-ers. Oh, and she rode in on a horse, which is where the name came from. Simmons can barely keep it together, but Skye still buys the story, after which Fitz and Simmons play around with a holo-image and Fitz swats Skye's hand like she's a bad dog when she tries to play as well. Skye says she's going to go do her own research, which probably includes working on the best puppy-dog empathy face she can manage, and the only remotely worthwhile thing in this entire scene is Fitz and Simmons' no-look side high five when she's gone.
In The Cage, Hannah is telling Coulson and May how for weeks, she was getting reports from "Tobias" about couplings coming apart, but although she seemingly went down there every few days, she never found anything wrong, which is why she blames herself for the explosion. Coulson says his team is looking into everything -- including the fact that it looks like she's telekinetic? Hannah, however, tells them it's not her -- she wishes it were, because then maybe she could control it. May asks what, then, is going on, and Hannah whines that they won't believe her, so May makes a big show of being all "Try me," and Hannah tells them God's abandoned her, like, with all your sniveling can you really blame him? Coulson asks what God is now failing to protect her from, and she tells him demons. "I'm being haunted by demons." May doesn't say "Check, please!" aloud, but her face sure suggests it.