Dammit! The Pinkertons ended season 1 on a cliffhanger and so far I cannot find any confirmation of a season 2 being ordered. I hope it comes back. Despite some disappointing episodes, I enjoyed this show much more than many non-syndicated shows this season.
At least we got to see one other female Pinkerton agent finally, even if she didn't stay for the investigation. Allan Pinkerton has been in the last two episodes as well, though he mentioned nothing about Robert, so I assume that Will kept his promise not to tell his father about the coup; still, I wish that Will and Kate had mentioned it in private between them, so we know they haven't forgotten it.
Anyway, both Frank and Jesse James appeared in the finale, and Jesse for some reason has a huge beef with Will Pinkerton for sending him to prison. He only mentions Will's undercover stuff from the pilot episode, not anything that happened in the Belle Starr episode. He also for some reason wants Allan Pinkerton to suffer the loss of his son, as if there's something personal there too. Jesse James wants to meet Will Pinkerton one-on-one for a gunfight, but both Kate and Allan discourage him, fearing for his life. Will insists on doing it, though, to prevent Jesse from murdering other Kansas City residents. He also seems to feel some need to prove himself to his father, and show that he's a man. (You'd think he would mention his brother in this too, but nope.) So Will faces off with Jesse, and Kate tries to stop the duel, but the show goes to black after the gunshots.
Part of the suspense in this scene is lacking for me, since I know that neither Jesse James nor Will Pinkerton will die this way in Kansas City. It is unclear exactly what year this show is taking place in, so I'm not sure where this fictional moment is supposed to fall in their histories. But even from a narrative viewpoint, the writers wouldn't want to kill one of its main characters or the recurring villain who has so much more outlawing to do. I think at most, someone is going to get wounded and Jesse James will escape while Kate is trying to help Will. So it won't be "to the death" at all.
But leaving aside the Jesse James plot, there was a clunky scene where Kate and Will discussed whether the Pinkerton agents from Oklahoma City might be lovers, and they did that romantic comedy trope of being over-the-top uncomfortable at the idea of dating your work colleague. It's so obvious that this show wants to get Kate and Will together eventually, and I'm leery of that. But I guess it's better than the thought of Allan and Kate together. In the episode before this one, Kate was profoundly offended at the notion that Allan might have slept with Confederate spy Rose Greenhow, (and the show confirmed that he didn't in a later scene). It seems that this show is going with the idea that it's out of character for Allan to cheat on his wife.