Recap: 'Mrs. Davis' goes to Rome in Episode 4, revealing its most insane twist yet

The previous episode’s reveal that Simone is literally married to Jesus Christ is far from the most unexpected twist in Mrs. Davis. Episode 4 — the final episode to drop on the show’s premiere date (the next four episodes come out once a week on Peacock, so no binging for you!) — ends in a truly bonkers twist that has us questioning every aspect of this show. But, before we get to that, we need to start with Mr. and Mrs. Christ. 

Why is Simone/Lizzie a nun?

Jesus, on account of being 2,000 years old, is kind of old-fashioned, and a flashback to seven years ago reveals that, although he’ll do over-the-clothes stuff with Simone in his restaurant, he won’t have sex unless they’re married. And how does one marry Jesus Christ? They become a nun, and we see her join the covenant. (Mother Superior, a welcome return by Maro Martindale, is pretty chill about the whole thing, even if Simone’s vows ceremony seems a little more literal than one imagines the average event would be.) While saying her vows, Simone is a bit hung up on one part in particular: The promise that she will be obedient to her husband/Lord and Savior. Still, she recites the vows, and they’re a happily married couple, but that vow of obedience will be a sticking point seven years later — aka the next scene. 

Simone is still in Scotland, more specifically at a hospital where she’s trying to track down the redheaded woman she thought was Clara but is actually Matilda Lafleur. A white dove (subtle) keeps distracting her, and a bunch of Matilda’s suit-clad compatriots arrive and chase Simone away before she really gets a chance to talk. Jay/Jesus, who was behind the dove (obviously) does want to talk to her. Simone “goes” to the restaurant, but before she can tell her hubby about how close she is to the Grail, he says he has something she needs to do for him, first: Buy a specific cake from a specific bakery in Rome and give it to the Pope. Simone isn’t super jazzed about having to abandon her quest to run this strange errand, but when she asks what would happen if she said no, Jay says she would be breaking her vows, specifically the one to be obedient. Simone agrees, but it’s clear she’s pissed. 

She gets even more pissed when an orderly tells her that Matilda has died and implicitly threatens her if she goes after the suit-clad women who visited Matilda just moments before. Then she intercepts a call from JQ via a phone hidden in Wiley’s boots, which she has because he was wearing his fancy new shoes before he was kidnapped. JQ is instantly very concerned about Wiley, because if he was kidnapped this means it was by an unknown third party and not the algorithm, which doesn’t do kidnappings. Unfortunately, by saying this JQ has also accidentally revealed that the Germans who kidnapped Simone were not working for Mrs. Davis, and that the Resistance lied to her. Simone is, indeed, pissed. Still, she’s going to Rome and JQ and the Resistance are going after Wiley. 

RELATED: What Mrs. Davis star Betty Gilpin learned talking to real nuns

Wiley is behind bars in the Vatican, if the creepy German priest, who introduces himself as Hans Ziegler, is to be believed. Wiley, who pulled a fake German con before, does not believe him, and is convinced none of this is real and is all the A.I.’s work. Ziegler once more asks about Wiley’s shoes and announces his intention to get the Holy Grail so that the rest of the church won’t think he’s inferior anymore. And, it turns out Wiley’s not the only prisoner: Pope Leo XI is in the opposite cell, having been jailed and replaced with a body double because he used the algorithm, which is known as Madonna in Italy. Wiley still thinks that all of this is a ruse to get him to reveal the location of the Resistance so the algorithm can take them out, leading to a very funny smash cut where Wiley says there’s no way JQ would be foolish enough to launch a rescue mission that’s so obviously a trap. JQ and the Resistance are… doing exactly. That. 

Simone, meanwhile, is in Rome, and after a really great, wonderfully dumb little bit where she thinks the bakery burned down (it’s an almost identically named bakery literally next door), she’s shopping for a cake. Simone is drawn to a king cake — a cake that’s normally enjoyed on Three Kings Day that features a plastic baby Jesus inside — and all seems well until the baker, Maria, destroys the cake in a rage upon hearing it’s for the pope. She will only bake another one for one million Euros. 

JQ and the Resistance can’t get Simone the money (all their funding comes from Wiley, who did not renounce his inheritance after all), but JQ suggests asking Mrs. Davis for the cash. It will help earn its trust, anyway. Simone asks a busker doing a living statue act to proxy for her, since the woman speaks English and has wings. Through her, Mrs. Davis agrees to give her the one million Euros. (Interestingly, when she’s briefly confused, the algorithm says “1042 redirect, Cedar Springs,” which are the same things she said when the old British lady was confused in the previous episode. Those terms might have a deeper meaning that’s yet to be revealed.) Prompted by the algorithm, countless people walk up to Simone and give her cash, and eventually, she walks back into Maria’s bakery with 41 garbage bags, all full of money. 

While making tense small talk while baking, Maria explains that she hates the pope because she wanted to be the pope but she cannot because she’s a woman — it doesn’t matter how much she excelled in divinity school. So, she turned to baking. And, it turns out that Simone isn’t the first woman to come to Maria looking for a cake for the pope, women that Maria assumes are “the pope’s errand girls.” When Simone says that’s not who she is, Maria asks “then whose are you?” a question that seems to gnaw at Simone. Does Jay have a relationship with other women in addition to her? Is she really just doing his bidding? At the last minute, Simone decides to break her vow of obedience and starts stress-eating her million-Euro cake rather than give it to the pope as instructed. 

RELATED: Betty Gilpin and Damon Lindelof talk Mrs. Davis

Meet the Pope

While all this is happening, the real Pope is chatting with Wiley, who still does not believe any of this is legit (though he does start asking some jealous questions about Jesus). The pope explains that he turned to the algorithm because he’d spent his entire life trying to get closer to Jesus, and upon being elected pope after five decades of study, he finally found himself in Jesus’ restaurant, only for Jesus to hold up a finger saying “wait” because he was busy with a redheaded woman — Clara, the same woman who supposedly is in a mysterious tape that pope Leo found in Ziegler’s office. This prompted the pope to start using Mrs. Davis (err, Madonna) because she actually listens, unlike Jesus.

When Ziegler comes back, the pope manages to knock out his captor, and eventually he convinces Wiley — who still does not really think any of this is real, by the way — to use his lasso skills to get the keys. Wiley, who definitely noticed that the pope and Simone’s accounts of Jesus’ restaurant lined up, implying that she’s telling the truth, admits to the Pope why he hates the algorithm so much: When he got his expiration date, it wasn’t decades off, the way it normally is. No, the A.I. said he would die… eight days from now. Yikes. 

Wiley and the Pope make a break for it, and a series of crosscuts make it seem like JQ and his rescue squad are going to be there to greet them. However, JQ’s team, who followed a lead to a property owned by Ziegler, are in the wrong place. JQ busts through a trapdoor and lands in… boxes and boxes of shoes, the very same type that Mrs. Davis gave to Wiley. Meanwhile, Wiley and the pope burst through a different trapdoor, popping up in a fountain inside the actual Vatican right in front of the fake pope, who the real pope promptly has arrested. Wiley’s stunned — it was all real. 

Just outside the door from Wiley and the pope, Simone is still housing an entire king cake when suddenly she starts choking on the little plastic baby Jesus. As the Swiss guard run to help her, she’s transported to the restaurant, where Jay performs the Heimlich maneuver. She spits out every one of the assignment cards that she’d been eating and holds up Clara’s card, demanding to know how many women Jay had sent to the bakery before her. 

“Finally going to talk about this?” Jay says. “Just because you won’t acknowledge that I have other relationships doesn’t mean that I don’t have them.” 

Simone’s pissed. “I coughed up everything you fed me,” she says. She says she knew Jay had other people, but she maintains that she understood her vows. “I am your wife not your goddamn errand girl,” she says as thunder roars. 

Mrs. Davis Season 1 Photo: Peacock

She wakes up in a hospital bed inside the Vatican, as a seemingly changed Wiley looks down at her. Wiley confesses that the German kidnappers were fake, saying that he was in pain and that he thinks he did it just because he wanted to be around her again. Simone forgives him, and the pope apparently forgives Jesus, too. He hasn’t seen a king cake baby since he was a little kid, and the cake was meant as a peace offering from Jesus to make up for slighting him in their meeting. 

What happened to the Holy Grail?

It’s a happy ending, except for the final sequence, which threatens to upend everything we thought we knew about Mrs. Davis. The pope plays the videotape he got from Ziegler’s office and shows it to Wiley and Simone. It’s… why, it’s the opening scene of the entire show, the sequence in France in the 1300s where Clara the nun escapes with the Holy Grail. But, we see what happens after Clara flees with the Grail. She comes to the water, and uses her sword to cut a pair of armored boots in half, revealing… the fancy sneakers! She puts them on and runs across the water while a voiceover says “Sometimes at the end of the road, when all seems lost, miracles happen.” This whole thing is a commercial for something called “The British Knights Miracle.” 

But, that’s not the end of the tape. Clara, in a modern office, addresses the camera. 

“Father Hans Ziegler, by now you see that I have in my position what you have spent your life trying to get your hands on. I wonder how the Vatican would react if they knew what you did to make that commercial. If all the shoes that you buried came to the surface. Consider this your warning, Father. This tape goes everywhere if you try to find me.”

She has the Holy Grail. (The real Holy Grail? Who knows!?) 

Personally, I’m with Simone when she ends the episode by asking “What the f***?” 

We’ll have to wait a full week to find out.

The first four episodes of Mrs. Davis are now available on Peacock. New episodes of the eight-epsiode series will be streaming weekly.