Warning: this post is way longer than anyone should want to read.
The last episode really blew the door open wide on the Star Wars universe. While I doubt most of the questions will get answered with only 2 episodes to go, I thought I'd put all of mine in one place for some discussion topics. Take what you like and leave the rest.
Ezra: I can see a scenario where the purgills probably let him escape from the SD and Thrawn once they got to Peridea, and perhaps Thrawn then limped the Chimaera away from them in order to make repairs.
But what does he do over the next 10 years? At some point he found the little aliens and joined their tribe, but had he actively tried to escape and get home? He seemed very content and at ease when he saw Sabine, which would suggest that he believes that Thrawn is not a threat to him or her, or that he at least hasn't seen them in a long time.
How much of the planet has he explored? Has he run into the witches that we saw in Episode 5? Has he felt or even encountered the power that Baylon refers to?
Did the purgils that brought him and Thrawn there then proceed to die? Will the purgils that bring Ahsoka do the same? Is that why they were on Seatos in the first place? Preparing for their final journey? If the purgils aren't part of the trip back, you're really limiting your options on making the return trip
Sabine: They keep pushing the "trying but failing to use the Force" idea, which obviously feels like a setup for her to use it in a pivotal moment, but I'd really like her to not use it and figure out she's not a Jedi, she'd just a bad ass who does things her own way.
The Nightsisters: Are there only three of them on the whole planet? If so, how long have they been there and what is their purpose? If we run the string of there being some power there that they can't control, are they some sort of watchers / guardians?
What is in the coffins, and what do they intend to do with them? Because while Thrawn might be in need of troops, he also called the coffins "payment" for the Nightsisters. Are they creating some kind of re-animated army? If that's the case, the fear would have to be that said army might respond to them, but not to Thrawn.
The Nightsisters are powerful Force users who don't often venture far from home, but they also don't do anything as a favor to anyone based on their previous incarnations. Are their aspirations limited to being Thrawn's guides / lieutenants in a Galactic takeover? Are they plotting their own power move like Joruus C'baoth did in the Zahn novels?
Thrawn: Assuming our composite of Thrawn from books and animation is intact here, he'll have only entered into an agreement with the Night Sisters if he can both a) benefit immensely from it and b) have a way to deal with them if they get too uppity or he no longer has a use for them. That's a dangerous path to walk.
I got the feeling that his guys have been on the ship the whole time and not settled on any planet. Perhaps because Peridea is really dangerous? Perhaps to keep them away from the Night Sisters for any extended length of time? How have they managed to keep the Chimaera fed and supplied? Are there other officers alive? You can't run a SD with Thrawn and 75 stormtroopers.
What bargain has he struck with the Nightsisters? How concerned is he with Ezra? You'd think he'd want to try and get him and force him to get them back to the main galaxy by using the Purgils if he could.
What's he got up his sleeve? Because getting back to the galaxy proper with 1 rickety-ass Star Destroyer and 70 dead-or-alive stormtroopers doesn't seem like a huge threat to the NR.
Enoch: Why's this dude get to wear the champ's mask from Gladiator? Why is he wearing a mask with eyeholes? Is he not human? Is he a version of Rukh the Noghri?
Baylon and Shin: I didn't think I'be more interested in something besides Thrawn going into the episode, but here I am.
So Baylon definitely didn't tell Shin what he was after until they got there. She assumed they were allying with Thrawn. But Thrawn definitely doesn't trust anyone who can use the Force, so he would be unlikely to keep them around in any capacity.
Baylon makes a great speech about the Republic, the Empire, the New Republic, just being an ebb-and-flow cycle that he wants to break utterly. What does that mean? It has some Thanos-sounding implications like he thinks he can find some power that is going to lay waste to everything or something like that. But what is the power?
Is it something we've seen before like the Zillo Beast from TCW / TBB? Is it something like Abeloth, the overarching, hyper-powered, no-longer-canon villain of the really bizarre Fate of the Jedi EU series? Is it the Son from the controversial TCW arc? Or is it something completely different? Some wellspring of the Force like the Light in "Lost" that could be harnessed into something beautiful or something terrible.
What's really interesting about Baylon, looking back at previous episodes, is he is really hard selling the idea that Peridea is a fairy tale, a myth, a graveyard, etc. Like he is really selling that he thinks it's dumb to go there at all, but then once they're there, he does a 180. What he is seeking appears to have nothing to do with Thrawn or the Night Sisters. Is it a power source that the Night Sisters can draw from somewhat, but Baylon wants to bathe in fully? That has some real "Valley of the Jedi" vibes from the wonderful Kyle Katarn video games, notably Jedi Outcast, where there is a font of Force Power that the bad guy, Desaan, a purple dinosaur (not that one), is able to weaponize the Force into these dark warriors, most of whom don't talk or anything, they just fight.
Shin definitely doesn't seem sold on Baylon's idea, especially since she obviously thought that aligning with Thrawn was the ticket to power, but Baylon seems to want no part of that. So what does that mean for Shin? Because typically, the kind of power that comes from being a super-powered Force user isn't the kind of power you share very much. Maybe she's the one whose loyalty wavers if someone is going to turn from not good to quasi-good.
Ultimately, and perhaps this is reading way too much into it, it feels like the team of Sabine / Ezra / Ahsoka might be facing off against a lot of enemies, but not necessarily enemies that are 100% aligned with one another.
Thrawn wants to get back to the main galaxy and pick up where he left off, presumably with Enoch and the Night Troopers. Morgan Elsbeth seems loyal to him, but among her own kind, will that continue to be the case?
The Night Sisters also want to go there, but to what end? Dathomir? Raise their own army with whatever is in the coffins?
Baylon possibly doesn't want to go back at all, at least not until he's found the power he's looking for.
Shin: Seems like a wild card. If there's a Baylon vs. Thrawn standoff, or Baylon vs. anyone, she might not feel so favorable towards him if he seems like he's off on a wild Bantha chase.
Extremely unlikely shot calling: End of last episode, Thrawn makes it back to Galaxy Central, Ahsoka and Sabine and Ezra? Call New Republic HQ and talk via hologram to Hera and Mon Mothma and show the footage of Thrawn and his fleet. Mon Mothma promises that they'll face the threat together, Hera says, "We've got to get organized, we have to warn everyone, there's no time to waste", and another figure steps into the shot, puts her hand on Hera's shoulder, and Senator Leia Organa smiles and says, "C'mon, General, let's move."