Cal is having breakfast at a restaurant. Gillian and Dave enter and take a table away from Cal. When Dave gets a call and excuses himself, Cal follows and watches him speak with a woman who is driving a yellow car. Cal comes back and asks Gillian if she's keeping a secret for Dave, who -- upon his return -- tells Cal he's an undercover DEA agent. Cal smiles and leaves. Gillian apologizes for Cal's behavior.
Later, Ben and Cal trail Dave to a bar, where he meets the same woman, who Cal says was outside Dave's house last night with a gun her lap while Gillian was inside. Cal, who photographs the couple, thinks Dave's cheating on Gillian.
When the woman leaves, Dave follows. So do Cal and Ben, who witness a van pull up and gunmen order Dave inside. Ben calls in the license plate.
Back at the office, Ben tells Cal and Gillian that the woman Dave met with is an undercover DEA agent. Cal apologizes to Gillian for shadowing Dave and leaves, asking Gillian if she remembers his mother's birthday. Eli and Ria catch Gillian opening Cal's safe and removing a file he kept on Dave.
Cal meets the undercover agent, Michelle, who says Dave -- her ex-partner -- was abducted by drug dealer Little Moon, whose dealer father, Big Moon, was murdered three months back. Michelle takes Cal to a drug wholesaler, who says Little Moon knows she met with Dave three times in the last week. After agents arrest him for possession, the wholesaler calls Little Moon and Cal offers to help him determine who killed his father.
Cal calls Gillian and asks her to bring him Dave's file. Once she does, the same van appears, gunmen order them inside, and take them to an abandoned factory, where Little Moon has been torturing Dave. Gillian diagnoses Little Moon as a principled sociopath: he's OK with violence as long as it sticks to a certain order. Cal says they'll use that, but they need to earn his trust first. Using the bar photos as a ruse, Cal questions Dave, who denies murdering Big Moon, but Little Moon notes Dave left town after the murder. Cal says Dave's not guilty; he's protecting another undercover agent.
Meanwhile, Ria questions Michelle, who claims that the anger she displayed in Cal's photos with Dave stemmed from his refusal to leave town because of Gillian. Ria says she's feeling guilty about something. Ben consoles Michelle about losing one's sense of self and values while working undercover. Michelle explains her undercover work led her to become intimate with Big Moon.
Dave says that the DEA agents killed Big Moon because he was expanding too fast and their undercover operation couldn't keep up, but he refuses to name names. When Little Moon asks about Russo (Michelle's undercover name), Dave says she couldn't pull the trigger because she was pregnant with Big Moon's child. Little Moon doesn't believe it and attacks Dave, breaking his ribs and collapsing his lung, so he can no longer speak. Little Moon says he can still write.
Cal asks Little Moon to have his crew take Gillian away, observing that one gang member, Harris, displays a nervous yawn, indicating he's hiding something. Cal requests a knife and a thin piece of pipe.
Back at the office, as Emily discovers her grandmother's diary in the pile of papers that came from Cal's safe, Ria and Ben confront Michelle, saying her affair prevented her from doing her job -- which was either flip Big Moon or kill him, neither of which she could do -- and pointing out that after Big Moon was murdered, Dave was forced to disappear. Michelle says that the only time she spent with Little Moon was when Big Moon forced him to watch a beat-down of a dealer who stole from the crew. Ria figures Little Moon is using the same location.
Cal wants Harris to make the incision to let air into Dave's lungs. Although he claims to have shot a man, Harris can't do it. Meanwhile, as the gang members release Gillian from the van, they're arrested.
While rummaging through Cal's papers, Emily also found the results of a paternity test that Cal ordered her mother, Zoe, undergo and asks Ria why? Ria says nothing.
Cal tells Little Moon that one of the four people in this room killed Big Moon, but it wasn't Dave. That leaves Harris, who draws a gun as does Little Moon. Stand-off. Little Moon says Harris didn't do it, lowers his gun, then kills Harris for drawing a gun on him. FBI agents descend and arrest everyone.
Dave tells Cal he killed Big Moon to protect Michelle's cover. Cal, who knew this, compliments his skills as a liar. Dave says his cover is blown and he'll have to be relocated, so he and Gillian are history. Gillian follows him to the hospital.
Afterward, Cal and Emily are dining at the same restaurant. Emily produces a notebook -- Cal figures she's read her grandmother's diary -- but surprises Cal by asking why he ordered that paternity test. Cal explains he suspected Zoe had been intimate with someone else. Emily says Cal never trusts anyone, and that's why he'll always be alone. Spotting Gillian dining alone on the patio outside, Cal replies that he's not alone, walks over to Gillian's table, and says hello.