Bits and pieces first: Isobel confesses to the Dowager Countess that she was upset by Mary enjoying Lord Gillingham's company, and the Dowager Countess assures her she has nothing to apologize for; later, Isobel makes a brave show of telling Lord Gillingham that she hopes to see him at Downton again soon. In London, Sir John gets slurry and wasted on the dance floor of a jazz club, embarrassing even Rose, and when he runs off to hurl, the African-American singer "Jack Ross" valiantly swoops in to save her honor; even though the rest of her party clutches their pearls, Rose is charmed. Finally, Gregson is leaving to go to Germany to try to make the move work, so he has Edith sign something that sounds like power of attorney. Also, they have sex for what seems like the first time, and Edith gets caught sneaking back into Rosamund's. Rosamund, the keeper of secrets, scolds Edith that she's gambling with her future.
Now: It's the morning after last week's awful event and as the guests depart, Anna is being distant to Bates, while Mrs. Hughes is keeping mum. Later, before Anna heads off to London with Mary, she confesses to Mrs. Hughes that she wants to move back to the house because she feels like damaged goods and responsible for what happened. Mrs. Hughes wants to go to the police, but Anna won't hear of it; when she returns, Bates confronts her, but she gives away nothing and goes through with moving back into the main house. Bates tells Lord Grantham how Anna is distant and he doesn't know what he did, but Lord Grantham urges him to stick it out.
Mary and Branson head to London to meet with the tax people, and they stay with Rosamund as Rose tags along. Cora gets on the phone with Rosamund and schemes to have her invite Lord Gillingham and Sir John for dinner, and Mary's surprised but rolls with it. Sir John gets the idea to take them all out to a jazz club, and even Rosamund wants to go, forcing Branson to join as well. In reference to them getting into a relationship, Mary tells Lord Gillingham that even if he were unattached she wouldn't be ready, but Lord Gillingham soon shows up at Downton and -- with no fanfare -- passionately asks her to marry him. Mary is flustered, so Lord Gillingham assures her he'll break up with Mabel for her, but if she says no he'll have to go through with it. Eventually, Mary turns him down, saying she's not over Matthew, but Lord Gillingham begs her for a kiss before they part and she consents; later, she confesses to Branson that she may regret her decision. Duh!
Branson tries to distance himself from Edna, and Thomas overhears. Edna then comes in to see Branson and starts channeling Glenn Close as she wonders if Branson will marry her if she's pregnant, but Branson won't give her any such assurances. Sensing something's wrong, Mary speaks from personal experience as she tells Branson he needs to unburden himself -- if not to her then to someone. He goes to Mrs. Hughes, who's really holding the entire house together at this point, and Mrs. Hughes proves she's been about eighteen steps ahead of Edna the whole time as she produces a book of Edna's that shows, essentially, how she'd been planning to trap Branson and how she's lying about the possibility of being pregnant, ending with the threat of having Dr. Clarkson give her a pregnancy test if she doesn't desist. Edna weakly points out that she could spill to Cora, but Mrs. Hughes is like, do that and you'll never work in this country again. Edna leaves posthaste, but of course Thomas is in possession of the information, and he soon tells Lord Grantham he's got a candidate to replace Edna; I can only imagine what devil in a black dress he has in mind.
As we'll soon learn, it's the morning after the terrible event of last week's episode, and as mournful woodwind music plays, Anna makes her way toward the Abbey -- alone. Later, in one of the downstairs room, Bates finds her polishing a pair of shoes and asks why she didn't wait for him. Without meeting his eyes, she tells him she wanted to finish the job before breakfast. Obviously unconvinced, he asks if he's done something, but she tells him no. "Nobody's done anything." She leaves the room, but in a moment she wishes she hadn't, as when she gets in view of the breakfast table, she sees her attacker munching away on a piece of toast without a care in the world. As if she hasn't been through enough, there's only one empty chair so she has to sit next to him (I suppose it would look odd if she balked, and as she's said and will say again, she doesn't want anyone to figure it out) as Thomas asks what happened. She curtly replies that she fell and cut her lip, and soon she can't take sitting there anymore and says she's going up, brushing aside Bates pointing out that Mary hasn't rung yet. Bates then asks Mrs. Hughes how Anna was when she lent her the dress the evening prior adding that Anna has a tendency to minimize her bad experiences, but Mrs. Hughes gives nothing away as Green watches with hooded eyes. After the bell rings and Edna heads off, Thomas asks why there's such a pall over the table, to which Carson replies, "There's something rather foreign about high spirits at breakfast." I don't follow his math there, but it still sounds funny. He goes to oversee the guests' departure and then Green, looking dark, heads out as well. I'm not a good enough writer to express what I think he deserves in words, but it's pretty bad.
Outside, Green smugly tells Carson he'll remember the visit for a long time as Mrs. Hughes privately stares daggers. Back in the foyer, Lord Grantham gives Gregson some more words of gratitude, after which the Duchess brightly remarks to Branson that it looks like he'll be glad to see the back of them. He replies that that's not true, but he suspects he wasn't much fun to be with, so the Duchess tells him she was clumsy and stupid in the period following her own spouse's death. "It was because it felt disloyal to manage anything properly without him." She's being wonderfully kind, but I'd expect the concept of being disloyal to Sybil is probably a bit painful for him to hear after the events of the night before. Branson doesn't seem to mind, though, as he somewhat hopefully notes that she could manage eventually and she tells him yes: "And so can you." The old bat was worth talking to after all!