A flashback shows the bloody hair and bloody scissors on the ground.
A fire starts in present day, the tunnels. Concon escapes, thinking Doc got burnt in there.
Instead, someone hijacks Concon from the corner, he is wearing a mask so Concon can't see him.
Concon punches the mask off and sees a man on the ground.
The man says he is Orange and brings up a man named Willy.
As he lifts a gun to Orange, another man comes along with another gun to point at Orange.
The new man says he is Willy, and tells Concon not to trust Orange.
The man at the end is the man that was floating in the water in pilot.
Doc is still alive in season 3.
This is the last episode Doc is seen in until Speak of the devil.
It appears Willy had a gun, he either had it with him in the water or got one somehow.