If the show hadn't got cancelled, the following plots would've been used:
-In the second season, Jay's therapist would've documented their sessions, eventually publishing a book on her, which would lead to her being institutionalized with "Joan of Arc Syndrome" in the third season. Peter (Spencer Breslin) would've returned in the opening of Season 3 in the same institution as Jaye, suffering from pyromania after Jaye broke his heart.
-Sharon would've become pregnant.
-A new Wax Lion, one who was intact, would be introduced, who would advise Jaye against listening to what the original Wax Lion said.