There's more unanswered stuff than just that imo:
• Why was the inside man an inside man in the first place?
• Nadia seemed home and dry and free to commit more jihadi bomb stuff – why did she just confess
• Why did they not want Budd to kill himself? By that stage – the home secretary was already dead – he made the perfect fall guy then. Why not let him kill himself?
• The whole political conspiracy wasn't explained properly. Why were mi5 wanting the Home Seccy dead when she was about to give them loads more powers
Having had time to think it over more I am actually a bit meh about it. It was good TV to watch but the whole thing didn't end very well.