The final episode starts with the death of Edward VII. The remarkable attitude of the Royal Family towards Edward's mistresses is shown again when Lillie inherits the King's pet dog. (Later in the episode King George V expresses his gratitude to Lillie for the happiness she gave his father, ... and for her discretion.)
What follows is the final nineteen years of Lillie Langtry. The Great War receives little attention, the last ten years rush by in a matter of minutes. Though Lillie's human side is shown through the pain she experiences from her estrangement from Jeanne Marie, she remains that superficial pleasure seeker that she was throughout the series. There's some irony in the fact that she winds up paying for her husband's indiscretions. At the deathbed scene you expect some great insight, but nothing really arrives.
After having seen the final episode you realise that the relationship between Lillie and Bertie (Edward VII) was the central element of it all. Perhaps the writers/producers should have concentrated more on that part of Lillie's life. (After all, the episodes in "Edward the Seventh" with Lillie started the ball running for the production of this series.) Once you've seen the entire series, you're left with a rather mixed view of the central character, and yet you don't quite understand the extent of the relationship between the society lady and the King.