Alice Evans might have made a good star for the spinoff series Highlander: The Raven, that was eventually made with Elizabeth Gracen. Alice was easy to look at and was good at shooting guns, kicking butts, and taunting bad guys.
The plot device of "traumatic amnesia" was an interesting way to introduce the Kyra character slowly - she is learning about her past life at the same pace that we are. Alas, memory doesn't really work that way - the problem with traumatic memories is that we can't forget them, not that we can't remember them - but by Hollywood standards this is a minor stretch.
Kyra "had been a soldier for a thousand years" and was now making her living as a bodyguard, so they could have made plenty of flashbacks to daring-do and gotten her into lots of crazy, dangerous situations in the present, believably by Hollywood standards. At least that would have been more believable than Duncan, the mild-mannered antiques dealer who somehow gets into desperate trouble on a weekly basis.
Bottom line, this was a competently done Highlander episode with a bit of historical interest as well.