This episode shows to what extend Colby Granger is willing to go to do his duty. Serve and Protect is what he vowed to do. Even when he knows that his cover is down he still manage to be sarcastic. It's visible that he's afraid when Lancer began to explain what is going to happen to him, but he keep a tight lead on it. This episode shows us the soldier that he's been, the man willing to lose his life even if it's during his duty. The fact that when he couldn't get in touch with Kirkland he called Don is a proof that he trusts Don and his team very much.
All in all, this episode was nerve-wracking, and full of suspens and it's one of my favourite in this shows.