This week on Penny Dreadful, we finally see what Dorian and Lily have been up to by setting their plans in motion…while Jekyll shows Victor a glimpse of what he can do in order to get Lily back. Vanessa continues her therapy sessions with Dr. Seward…while danger lures her way and Sir Malcolm along with Kaetenay are on the search of Ethan…as he gets help from a recent foe.