We all know that the story was left unresolved after season 4. What do you think would have happened to the characters had the show entered a fifth season?
I think that the shots we heard at the end of the last episodes came not from the firing squad, but from El Puerco and his army shooting the communists. Jessica would realize that she had not been shot and see that she had been saved. El Puerco would tell Jessica taht he would not be returning with her to Dunn's River because he did not want to endanger her any longer. After a heartfelt goodbye, Jessica, Billy, the Major, and Dutch would return home.
Just as Chester is about to shoot Danny and Annie, he realizes that the gun does not have any bullets in it. As he begins to look around for more bullets, he realizes that killing his son and his wife would not settle anything. He apologizes and asks Annie if she wants a divorce, and of course she does.
As Burt opens the door he is shot. The assasins then leave him to die. Little do they know, Burt is not really dead, and as soon as they leave, Burt goes to the hospital for help. As his famly rushes to his bedside, Burt apologizes for acting like such a jerk. Later he tells the governor and Gene that if he has to dump his family just to be a senator, he doesn't want to be a senator at all.