If I am trembling with anticipation, how does Kim's heart beat? That final scene was a doozy, one that teases us with the hint of Ms. Wexler's or Lalo's final breaths (or Mike's finger on the sniper's trigger, if we're being honest). After confronting Lalo in the jail, she doubles down in her living room, admonishing him on the need to "get his house in order." She lays it on thick, telling him there's no one he can trust. And he knows it, all too well. He even confides in Hector earlier that day that while Tuco, who will be free in 11 months to take charge, is a wild card, he's effectively their only option because "family is everything." Gus might agree with that sentiment. It's why neither the Salamancas nor Fring's operation are likely to set Nacho free anytime soon. When Mike begs Gus to reconsider, Gus merely clenches his jaw, cocks his head, and replies, "A dog who bites every owner he has had can only be disciplined with a firm hand."

Nacho, a product of circumstance driven to make difficult choices to survive, is now stateless and bound to warring factions as he attempts to save his flesh and blood. There's every reason to guess that the walls closing in around Kim are a distraction from the imminent danger Nacho finds himself in, especially as he drives off at the episode's end to bring Lalo to some unspecified location south of the border.
Jimmy, Kim, Nacho, Mike, Gus — they were this close to being rid of Lalo. Sprung on bond and feeling refreshed, the artist otherwise known as Jorge De Guzman is eager to head back home and tend to business on his turf. He's also anxious to have Don Eladio's ear concerning Gus, whom the cartel king and his right-hand man, Juan Bolsa, still view as a crucial asset in Stateside business. But things get complicated once he gets the itch to authenticate Jimmy's claim that his car ran out of gas six miles from the pickup spot. He and Nacho backtrack that precise distance (damn Jimmy and his attention to detail), at which point Lalo gets out and bounds like a cat atop the undercarriage of Jimmy's Esteem, still languishing in the ditch where he and Mike left it. He smells a rat. And after his confrontation with Jimmy and Kim, he realizes someone from within his wider organization—not family, but someone—has been conspiring against him.
The answer, as we know, is Eladio and Bolsa themselves. The cartel leadership's efforts to enrich themselves by playing Gus and the Salamancas against each other have begun to backfire. The assassins who came after Mike and Jimmy in the desert were a Colombian gang that we're sure to learn more about—a kind of late-season BCS parallel to how Jack and the neo-Nazis came into frame toward the end of Breaking Bad. Mike encountered them back in Philly, and Gus most certainly seems to know who they are and what they represent (and what their bisected-hourglass tattoos are symbolic of). But the attempted, somewhat convoluted sabotage on Gus's behalf went haywire, sowing an atmosphere of distrust and dual intentions more provocative than ever before—and among even more disparate parties.
Alas, it was Eladio's call that ultimately led him down a path of sudden and dishonorable demise years later. The same fate awaited Bolsa, who rode on Eladio's coattails; Gus, driven by his thirst for control and vengeance; and even Mike, whose life choices, though less reckless, nonetheless set him on a perilous course. As he gently counsels a PTSD-stricken Jimmy outside the courthouse, Mike's words hint at their near-death experience in the desert and the unknown that awaits him when his time comes (though he likely did not foresee the downfall of a power-hungry chemistry teacher). Jimmy, longing for normalcy, can relate to this sentiment.
Mike assures Jimmy that one day he will wake up without the desert incident weighing on his mind, making it possible to forget and turn the page. Jimmy is mostly incredulous at the thought that "the only person I have to talk about this with is you." This is true; not even Kim can fully comprehend the change he will never be the same, nor does her own fortune look rosy after quitting her job at S&C and finally breaking free from Mesa Verde. But Kim has made her choices as well, and makes this explicit to Jimmy. This is probably why he did not intervene as she relentlessly confronted Lalo as if on a suicide mission. One way or another, Kim—and Nacho, for that matter—will likely have to disappear, and Jimmy McGill is but a memory.
Saul Goodman, on the other hand (and paraphrasing Lalo), has a long, strange road ahead.