Lily is also training to be a private investigator. She spends some time undercover at a gym, and staking out a worker's comp claimant. About a third of the way through the story, we realize that Lily is pregnant, but that she doesn't realize it herself. In fact, she doesn't seem to have any clue at all, until she's in the midst of miscarrying. Afterwards, she's understandably weaker and more vulnerable than we've previously seen her.
I don't feel like the series ends on a completely satisfying note, but maybe that's because there's no big flourish. Lily and Jack will just go on living in their small town, private investigating, and apparently stumbling over bodies with disturbing frequency.